On the performance of efficient portfolios

Author:

Böhm Volker,Wenzelburger Jan

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference30 articles.

1. Discrete Choice Theory of Product Differentiation;Anderson,1992

2. Random Dynamical Systems;Arnold,1998

3. Böhm, V., 2003. MACRODYN—The handbook, Discussion Paper 498, Department of Economics, University of Bielefeld.

4. Böhm, V., Chiarella, C., 2000. Mean variance preferences, expectations formations, and the dynamics of random asset prices. Discussion Paper No. 448, University of Bielefeld, Mathematical Finance, forthcoming.

5. Expectations, forecasting and perfect foresight—a dynamical systems approach;Böhm;Macroeconomic Dynamics,1999

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