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A discrete-time intertemporal asset pricing model : GE approach with recursive utility
Ma, Chenghu - In: Mathematical finance : an international journal of … 8 (1998) 3, pp. 249-275
Persistent link: https://www.econbiz.de/10001245920
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A Discrete-Time Intertemporal Asset Pricing Model: GE Approach with Recursive Utility
Ma, Chenghu - In: Mathematical finance : an international journal of … 8 (1998) 3, pp. 249-276
Persistent link: https://www.econbiz.de/10008219160
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Enhancement of the applicability of Markowitz's portfolio optimization by utilizing random matrix theory
Bai, Zhidong; Liu, Huixia; Wong, Wing Keung - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 639-667
Persistent link: https://www.econbiz.de/10003937548
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ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
Bai, Zhidong; Liu, Huixia; Wong, Wing-Keung - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 639-668
Persistent link: https://www.econbiz.de/10008322209