The Endowment Model and Modern Portfolio Theory
MANAGEMENT SCIENCE
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| Language: | English |
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Institute for Operations Research and the Management Sciences
2022
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/230878 |
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sg-nus-scholar.10635-2308782024-04-04T00:33:10Z The Endowment Model and Modern Portfolio Theory Dimmock, Stephen Geoffrey Wang, Neng Yang, Jinqiang FINANCE endowment model portfolio choice liquidity modern portfolio theory asset allocation alternative assets MANAGEMENT SCIENCE Forthcoming USA 2022-09-05T08:48:04Z 2022-09-05T08:48:04Z 2022-09-05 2022-09-05T05:59:43Z Article Dimmock, Stephen Geoffrey, Wang, Neng, Yang, Jinqiang (2022-09-05). The Endowment Model and Modern Portfolio Theory. MANAGEMENT SCIENCE Forthcoming. ScholarBank@NUS Repository. 0025-1909 https://scholarbank.nus.edu.sg/handle/10635/230878 en Institute for Operations Research and the Management Sciences Elements |
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National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
endowment model portfolio choice liquidity modern portfolio theory asset allocation alternative assets |
| spellingShingle |
endowment model portfolio choice liquidity modern portfolio theory asset allocation alternative assets Dimmock, Stephen Geoffrey Wang, Neng Yang, Jinqiang The Endowment Model and Modern Portfolio Theory |
| description |
MANAGEMENT SCIENCE |
| author2 |
FINANCE |
| author_facet |
FINANCE Dimmock, Stephen Geoffrey Wang, Neng Yang, Jinqiang |
| format |
Article |
| author |
Dimmock, Stephen Geoffrey Wang, Neng Yang, Jinqiang |
| author_sort |
Dimmock, Stephen Geoffrey |
| title |
The Endowment Model and Modern Portfolio Theory |
| title_short |
The Endowment Model and Modern Portfolio Theory |
| title_full |
The Endowment Model and Modern Portfolio Theory |
| title_fullStr |
The Endowment Model and Modern Portfolio Theory |
| title_full_unstemmed |
The Endowment Model and Modern Portfolio Theory |
| title_sort |
endowment model and modern portfolio theory |
| publisher |
Institute for Operations Research and the Management Sciences |
| publishDate |
2022 |
| url |
https://scholarbank.nus.edu.sg/handle/10635/230878 |
| _version_ |
1795374932630175744 |