Factor tilting for expected utility maximization
Year of publication: |
2010
|
---|---|
Authors: | Boer, Sanne de |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 11.2010/11, 1, p. 31-42
|
Subject: | Portfolio-Management | Portfolio selection | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory |
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