Similar Search Results

A comparison between goal programming and regression analysis for portfolio selection

Tamiz, Mehrdad - In: Multiple criteria decision making : proceedings of the …, (pp. 421-432). 1997

Persistent link: https://www.econbiz.de/10001320327

Review on efficiency and anomalies in stock markets

Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51

reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and …

Persistent link: https://www.econbiz.de/10012237439

Utility based option evaluation with proportional transaction costs

Damgaard, Anders - In: Journal of economic dynamics & control 27 (2003) 4, pp. 667-700

Persistent link: https://www.econbiz.de/10001712762

Optimal growth protfolios reconciling theory and pracatice

Gunthorpe, Deborah; Levy, Azriel - In: Review of quantitative finance and accounting 7 (1996) 2, pp. 177-186

Persistent link: https://www.econbiz.de/10001467553

Inflation and risky investments

Laurila, Hannu; Ilomäki, Jukka - In: Journal of risk and financial management : JRFM 13 (2020) 12/329, pp. 1-10

The paper uses a Walrasian two-period financial market model with informed and uninformed constant absolute risk averse (CARA) rational investors and noise traders. The investors allocate their initial wealth between risky assets and risk-free fiat money. The analysis concentrates on the effects...

Persistent link: https://www.econbiz.de/10012403996