Extending the demand system approach to asset pricing
Year of publication: |
12 December 2022
|
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Authors: | Gehrig, Thomas ; Sögner, Leopold |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | parametric portfolio approach | Expected utility | Risk aversion | Machine learnings | Theorie | Theory | Portfolio-Management | Portfolio selection | Erwartungsnutzen | CAPM | Risikoaversion | Künstliche Intelligenz | Artificial intelligence | Nachfragesystem | Demand system |
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