Pages that link to "Item:Q953774"

The following pages link to On the performance of efficient portfolios (Q953774):

Displaying 15 items.

• Equilibria in financial markets with heterogeneous agents: a probabilistic perspective (Q556406) (← links)
• An analysis of the effect of noise in a heterogeneous agent financial market model (Q622244) (← links)
• Evolution of heterogeneous beliefs and asset overvaluation (Q845608) (← links)
• The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM (Q855321) (← links)
• On the dynamics of asset prices and portfolios in a multiperiod CAPM (Q943164) (← links)
• Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates (Q964583) (← links)
• Portfolio management in the binomial model: conditions for outperforming benchmarks (Q1871761) (← links)
• On non-ergodic asset prices (Q2464015) (← links)
• Composition of an efficient portfolio in the Bielecki and Pliska market model (Q2513236) (← links)
• QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS (Q3503185) (← links)
• (Q3765521) (← links)
• Efficient Universal Portfolios for Past‐Dependent Target Classes (Q4409030) (← links)
• Granularity Adjustment for Efficient Portfolios (Q5080553) (← links)
• Intelligent Portfolio Theory and Strength Investing in the Confluence of Business and Market Cycles and Sector and Location Rotations (Q5139454) (← links)
• (Q5297410) (← links)