A Markowitz‐based alternative model : Hedging market shocks under endowment constraints*
| Year of publication: |
2021
|
|---|---|
| Authors: | Martin, Brett ; Swanson, Adam |
| Published in: |
Review of Financial Economics. - Wiley, ISSN 1873-5924, ZDB-ID 2015922-5. - Vol. 40.2021, 4 (11.11.), p. 335-347
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/rfe.1147 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012808733