Market Efficient Portfolios in a Systemic Economy.
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| Title: | Market Efficient Portfolios in a Systemic Economy. |
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| Authors: | Awiszus, Kerstin1 kerstin.awiszus@insurance.uni-hannover.de, Capponi, Agostino2 ac3827@columbia.edu, Weber, Stefan1 stefan.weber@insurance.uni-hannover.de |
| Source: | Operations Research. Mar/Apr2022, Vol. 70 Issue 2, p715-728. 14p. |
| Database: | Business Source Ultimate |
| ISSN: | 0030364X |
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| DOI: | 10.1287/opre.2021.2172 |