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~subject:"Portfolio selection"
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Portfolio selection
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Tourky, Rabee
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Aliprantis, Charalambos D.
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Florenzano, Monique
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Linear and non-linear price decentralization
Aliprantis, Charalambos D.
;
Florenzano, Monique
; …
-
2003
Persistent link: https://www.econbiz.de/10001739261
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2
The cheapest hedge
Aliprantis, Charalambos D.
;
Polyrakis, Yiannis A.
; …
- In:
Journal of mathematical economics
37
(
2002
)
4
,
pp. 269-295
Persistent link: https://www.econbiz.de/10001703417
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3
The cheapest hedge : a portfolio dominance approach
Aliprantis, Charalambos D.
;
Polyrakis, I. A.
;
Tourky, Rabee
-
2002
Persistent link: https://www.econbiz.de/10001643248
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4
Non-marketed options, non-existence of equilibria, and non-linear prices
Aliprantis, Charalambos D.
;
Monteiro, Paulo Klinger
; …
- In:
Journal of economic theory
114
(
2004
)
2
,
pp. 345-357
Persistent link: https://www.econbiz.de/10001931530
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5
Equilibria in incomplete assets economies with infinite dimensional spot markets
Aliprantis, Charalambos D.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002541703
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6
Linear and non-linear price decentralization
Aliprantis, Charalambos D.
;
Florenzano, Monique
; …
- In:
Journal of economic theory
121
(
2005
)
1
,
pp. 51-74
Persistent link: https://www.econbiz.de/10002707368
Saved in:
7
Equilibria in incomplete assets economies with infinite dimensional spot markets
Aliprantis, Charalambos D.
;
Tourky, Rabee
- In:
Economic theory : official journal of the Society for …
38
(
2009
)
2
,
pp. 221-262
Persistent link: https://www.econbiz.de/10003783123
Saved in:
8
The large-sample distribution of the maximum Sharpe ratio with and without short sales
Maller, Ross A.
;
Roberts, Steven
;
Tourky, Rabee
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 138-152
Persistent link: https://www.econbiz.de/10011705073
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