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Extending the demand system approach to asset pricing
Gehrig, Thomas; Sögner, Leopold; Westerkamp, Arne - In: Financial markets and portfolio management 39 (2025) 1, pp. 133-166
Persistent link: https://www.econbiz.de/10015437401
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Extending the demand system approach to asset pricing
Gehrig, Thomas; Sögner, Leopold - 2022
Persistent link: https://www.econbiz.de/10013464569
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Making parametric portfolio policies work
Gehrig, Thomas; Sögner, Leopold; Westerkamp, Arne - 2018
Persistent link: https://www.econbiz.de/10011982320