Search Results - subject:"modular portfolio theory"

Maier-Paape, Stanislaus; Platen, Andreas; Zhu, Qiji Jim - In: Risks 7 (2019) 2, pp. 1-31

approach, the 'modular portfolio theory', which is built from the interaction among four related modules: (a) multi period …

Persistent link: https://www.econbiz.de/10013200478

Maier-Paape, Stanislaus; Platen, Andreas; Zhu, Qiji Jim - In: Risks : open access journal 7 (2019) 2/60, pp. 1-31

approach, the “modular portfolio theory”, which is built from the interaction among four related modules: (a) multi period …

Persistent link: https://www.econbiz.de/10012018996