Menu simplification for portfolio selection under short-sales constraints
Year of publication: |
2023
|
---|---|
Authors: | AitSahlia, Farid ; Doellman, Thomas ; Sardarli, Sabuhi |
Subject: | asset allocation | defined contribution plans | mean-variance spanning | short sales | Wald test | Portfolio-Management | Portfolio selection | Leerverkauf | Short selling | Theorie | Theory | Kapitaleinkommen | Capital income | CAPM | Anlageverhalten | Behavioural finance | Wertpapierhandel | Securities trading |
-
Implementing mean-variance spanning tests with short-sales constraints
AitSahlia, Farid, (2023)
-
Investor Sentiment, Profitable Trading Strategies, and Short Sale Constraints
Bulsiewicz, James, (2015)
-
Short-sales constraints and the diversification puzzle
Reed, Adam V., (2021)
- More ...
-
Implementing mean-variance spanning tests with short-sales constraints
AitSahlia, Farid, (2023)
-
Corporate tax avoidance and mutual fund ownership
Doellman, Thomas, (2020)
-
Mean-Variance Spanning Tests : The Fiduciary Case in 401(k) Plans
AitSahlia, Farid, (2017)
- More ...