Chapter 4. On Formulating and Solving Portfolio Decision and Asset Pricing Problems
Year of publication: |
2014
|
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Authors: | Chen, Yu ; Cosimano, Thomas F. ; Himonas, Alex A. |
Published in: |
Handbook of computational economics : volume 3. - Amsterdam : Elsevier, ISBN 0-444-89857-3. - 2014, p. 161-223
|
Subject: | Computational methods | Portfolio decisions | Asset pricing problems | Portfolio-Management | Portfolio selection | Theorie | Theory | CAPM | Anlageverhalten | Behavioural finance |
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