Mean-variance analysis and the Modified Market Portfolio
Year of publication: |
2020
|
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Authors: | Wenzelburger, Jan |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 111.2020, p. 1-18
|
Subject: | Agent-based models | CAPM | Heterogeneous beliefs | Market portfolio | Mean-variance analysis | Theorie | Theory | Portfolio-Management | Portfolio selection | Agentenbasierte Modellierung | Agent-based modeling |
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