Market efficient portfolios in a systemic economy
Kerstin Awiszus, Agostino Capponi, Stefan Weber
| Year of publication: |
2022
|
|---|---|
| Authors: | Awiszus, Kerstin ; Capponi, Agostino ; Weber, Stefan |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 2, p. 715-728
|
| Subject: | Financial Engineering | leverage targeting | market efficiency | price pressure | systemic economy | systemic significance | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Portfolio-Management | Portfolio selection | Financial engineering |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2021.2172 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013365768