Market Efficient Portfolios in a Systemic Economy
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Publication:5080636
DOI10.1287/opre.2021.2172zbMath1493.91109arXiv2003.10121OpenAlexW4205292832MaRDI QIDQ5080636
Agostino Capponi, Stefan Weber, Kerstin Awiszus
Publication date: 31 May 2022
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.10121
financial engineeringmarket efficiencyprice pressureleverage targetingsystemic economysystemic significance
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Cites Work
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