A Markowitz-based alternative model : hedging market shocks under endowment constraints
Brett Martin, Adam Swanson
| Year of publication: |
2022
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|---|---|
| Authors: | Martin, Brett ; Swanson, Adam |
| Published in: |
Review of financial economics : RFE. - Hoboken, NJ : Wiley, ISSN 1873-5924, ZDB-ID 2015922-5. - Vol. 40.2022, 4, p. 335-347
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| Subject: | asset pricing | financial forecasting and simulation | forecasting and prediction methods | portfolio choice | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Theorie | Theory | Hedging | Schock | Shock | Prognose | Forecast | Simulation | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/rfe.1147 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013461473