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The effect of pillar 1 on efficient investment portfolio choice in the case of the United States

Ostaszewski, Krzysztof M. - In: The Geneva papers on risk and insurance - issues and … 38 (2013) 4, pp. 675-700

Persistent link: https://www.econbiz.de/10010206705

Essays in financial risk management

Seidel, Henry - 2017

Persistent link: https://www.econbiz.de/10012237908

Sources of financial synchronism : arbitrage theory and the promise of risk-free profit

Langenohl, Andreas - In: Finance and society 4 (2018) 1, pp. 26-40

traced back to certain developments in economic theory since the so-called "marginalist revolution", which enabled the …

Persistent link: https://www.econbiz.de/10012034585

Idiosyncratic risk and when to tilt toward value

Fink, Jason D.; Fink, Kristin E. - In: Journal of investment management : JOIM 19 (2021) 1, pp. 76-89

Persistent link: https://www.econbiz.de/10012814367

A general framework for portfolio theory, part III, multi-period markets and modular approach

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

This is Part III of a series of papers which focus on a general framework for portfolio theory. Here, we extend a … general framework for portfolio theory in a one-period financial market as introduced in Part I [Maier-Paape and Zhu, Risks … 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