On the performance of efficient portfolios
type: Item
instance of: scholarly article
title: On the performance of efficient portfolios
zbMATH Open document ID: 1202.91291
author: Volker Böhm
author: Jan Wenzelburger
publication date: 2008-11-06T00:00:00Z
full work available at URL: https://pub.uni-bielefeld.de/record/2315281
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B69
Mathematics Subject Classification ID: 91B25
zbMATH DE Number: 5362881
zbMATH Keywords: CAPM
zbMATH Keywords: efficient portfolios
zbMATH Keywords: heterogeneity
zbMATH Keywords: asset markets
MaRDI profile type: Publication
OpenAlex ID: W2101835933
cites work: Q4872459
cites work: Q4210478
cites work: EXPECTATIONS, FORECASTING, AND PERFECT FORESIGHT
cites work: PERFECT PREDICTIONS IN ECONOMIC DYNAMICAL SYSTEMS WITH RANDOM PERTURBATIONS
cites work: Endogenous Random Asset Prices in Overlapping Generations Economies
cites work: A Rational Route to Randomness
cites work: Heterogeneous beliefs and routes to chaos in a simple asset pricing model
cites work: Heterogeneous beliefs, risk and learning in a simple asset pricing model
cites work: Q4844974
cites work: Q4039983
cites work: The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM
cites work: Time series properties of an artificial stock market
cites work: Q4343802
cites work: A random fixed point theorem and the random graph transformation
cites work: Learning to predict rationally when beliefs are heterogeneous
DOI: 10.1016/J.JEDC.2004.01.006
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5362881