A Markowitz-based alternative model : hedging market shocks under endowment constraints
Year of publication: |
2022
|
---|---|
Authors: | Martin, Brett ; Swanson, Adam |
Published in: |
Review of financial economics : RFE. - Hoboken, NJ : Wiley, ISSN 1873-5924, ZDB-ID 2015922-5. - Vol. 40.2022, 4, p. 335-347
|
Subject: | asset pricing | financial forecasting and simulation | forecasting and prediction methods | portfolio choice | Theorie | Theory | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Hedging | Finanzmarkt | Financial market | CAPM |
-
Torre Torres, Oscar de la, (2013)
-
Technical trading rules in Australian financial markets
Park, Jung Soo, (2014)
-
Cross-asset signals and time series momentum
Pitkäjärvi, Aleksi, (2020)
- More ...
-
A Markowitz‐based alternative model : Hedging market shocks under endowment constraints*
Martin, Brett, (2021)
-
How psychologically entitled shoppers respond to service recovery apologies
Martin, Brett, (2018)
-
Email advertising : exploratory insights from Finland
Martin, Brett, (2003)
- More ...