On the performance of efficient portfolios
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Publication:953774
DOI10.1016/J.JEDC.2004.01.006zbMATH Open1202.91291OpenAlexW2101835933MaRDI QIDQ953774FDOQ953774
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://pub.uni-bielefeld.de/record/2315281
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Cited In (15)
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- QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS
- Portfolio management in the binomial model: conditions for outperforming benchmarks
- Evolution of heterogeneous beliefs and asset overvaluation
- The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM
- Composition of an efficient portfolio in the Bielecki and Pliska market model
- On the dynamics of asset prices and portfolios in a multiperiod CAPM
- Title not available (Why is that?)
- Intelligent Portfolio Theory and Strength Investing in the Confluence of Business and Market Cycles and Sector and Location Rotations
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
- An analysis of the effect of noise in a heterogeneous agent financial market model
- On non-ergodic asset prices
- Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
- Efficient Universal Portfolios for Past‐Dependent Target Classes
- Granularity Adjustment for Efficient Portfolios
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