Stochastic Spanning

Arvanitis, S; Hallam, M; Post, T; Topaloglou, N

Arvanitis, S (reprint author), AUEB, Dept Econ, Athens 10434, Greece.

JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2019; 37 (4): 573

Abstract

This study develops and implements methods for determining whether introducing new securities or relaxing investment constraints improves the investme......

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