Factor tilting for expected utility maximization
Sanne de Boer
| Year of publication: |
2010
|
|---|---|
| Authors: | Boer, Sanne de |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 11.2010/11, 1, p. 31-42
|
| Subject: | Portfolio-Management | Portfolio selection | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003995439