Equilibrium policy portfolios when some investors are restricted from holding certain assets
Year of publication: |
2023
|
---|---|
Authors: | Randl, Otto ; Westerkamp, Arne ; Zechner, Josef |
Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1401, ZDB-ID 2589380-4. - Vol. 13.2023, 1, p. 1-22
|
Subject: | Asset allocation | Equilibrium policy portfolios | Non-tradable assets | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | CAPM |
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