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"Equilibrium-based volatility models of the market portfolio rate of return ..."

David Feldman, Xin Xu (2018)

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DOI: 10.1007/S10479-015-1972-8

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - https://dblp.org/rec/journals/anor/FeldmanX18
David Feldman, Xin Xu:
Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles). Ann. Oper. Res. 262(2): 493-518 (2018)

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