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~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~subject:"CAPM"
~type_genre:"Textbook"
~type_genre:"Working Paper"
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On certain geometric aspects of portfolio optimisation with higher moments
Athayde, Gustavo M. de
(
contributor
); …
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703180
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Endogenous collateral
Araújo, Aloísio Barboza de
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002166301
Saved in:
3
A stochastic discount factor approach to asset pricing using panel data asymptotics
Araújo, Fabio
;
Issler, João Victor
-
2011
Persistent link: https://www.econbiz.de/10009151814
Saved in:
4
Can a habit formation model really explain the forward premium anomaly?
Costa, Carlos E. da
;
Vasconcelos, Jivago X.
-
2009
Persistent link: https://www.econbiz.de/10003891286
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