Market efficient portfolios in a systemic economy
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 |
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