Prices and portfolio choices in financial markets : theory, econometrics, experiments
Year of publication: |
2007
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Authors: | Bossaerts, Peter L. ; Plott, Charles ; Zame, William R. |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 75.2007, 4, p. 993-1038
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Subject: | Portfolio-Management | Portfolio selection | CAPM | Experiment | Momentenmethode | Method of moments | Theorie | Theory |
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