Robust portfolio rules and asset pricing
Pascal J. Maenhout
| Year of publication: |
2004
|
|---|---|
| Authors: | Maenhout, Pascal J. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 17.2004, 4, p. 951-983
|
| Subject: | Portfolio-Management | Portfolio selection | CAPM | Erwartungsnutzen | Expected utility | 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://www.econbiz.de/10002396422