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Optimal portfolios using linear programming models
Papahristodoulou, Christos; Dotzauer, Erik - EconWPA - 2005
The classical Quadratic Programming (QP) formulation of the well-known portfolio selection problem has traditionally been regarded as cumbersome and time consuming. This paper formulates two additional models, (i) maximin, and (ii) minimization of mean absolute deviation. Data from 67 securities...
Persistent link: https://www.econbiz.de/10005134772
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DO MARKET LISTING AND SIZE ENTAIL BEHAVIOURAL DIFFERENCES?
BELLETANTE, Bernard; PARANQUE, Bernard - EconWPA - 2000
It is possible to study companies according to their methods of gaining access to finance, and in particular the stock …
Persistent link: https://www.econbiz.de/10005134889
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Bulgaria from Enterprise Indiscipline to Financial Crisis
Avramov, Roumen; Sgard, Jérôme - Centre d'études prospectives et d'informations … - 1996
Persistent link: https://www.econbiz.de/10005607352
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The Circular Relationship between Inequality, Leverage, and Financial Crises: Intertwined Mechanisms and Competing Evidence
Bazillier, Rémi; Héricourt, Jérôme - Centre d'études prospectives et d'informations … - 2014
The academic interest around the well-known inequality-finance nexus has recently been the subject of a renewed …-way relationship between inequality and finance, by focusing on a causality chain made of three main links: inequality, credit, and …
Persistent link: https://www.econbiz.de/10011106022