The Endowment Model and Modern Portfolio Theory

The Endowment Model and Modern Portfolio Theory

MANAGEMENT SCIENCE

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Bibliographic Details
Main Authors: Dimmock, Stephen Geoffrey, Wang, Neng, Yang, Jinqiang
Other Authors: FINANCE
Format: Article
Language:English
Published: Institute for Operations Research and the Management Sciences 2022
Subjects:
endowment model
portfolio choice
liquidity
modern portfolio theory
asset allocation
alternative assets
Online Access:https://scholarbank.nus.edu.sg/handle/10635/230878
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Institution: National University of Singapore
Language: English

Internet

https://scholarbank.nus.edu.sg/handle/10635/230878

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