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Machine Learning and the Implementable Efficient Frontier
Jensen, Theis Ingerslev, (2022)
Beyond Fama-French factors : alpha from short-term signals
Blitz, David, (2023)
The fundamental theorem of asset princing with either frictionless or frictional security markets
Huang, Helen H., (2014)
Marginal rates of substitution for uninsurable risks with constrained efficient asset structures
Hara, Chiaki, (1995)
Robustness of the coordinating role of a redundant security
Hara, Chiaki, (1997)
The coordinating role of a redundant security in frictional markets