A global-optimal portfolio theory beyond the R-σ model
Yifan Liu, Shi-Dong Liang
| Year of publication: |
2020
|
|---|---|
| Authors: | Liua, Yifan ; Liang, Shi-Dong |
| Published in: |
Frontiers of economics in China : selected publications from Chinese universities. - Beijing : Higher Education Press, ISSN 1673-3444, ZDB-ID 2295851-4. - Vol. 15.2020, 1, p. 124-139
|
| Subject: | portfolio | R-σ model | Hurst exponent | risk premium | volatility | Chinese stock market | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | China | Aktienmarkt | Stock market | Theorie | Theory | Kapitaleinkommen | Capital income | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Richtiger Name: Liua, Yifan |
| Other identifiers: | 10.3868/s060-011-020-0006-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012227506