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Analytical Shortcuts to Multiple-Objective Portfolio Optimization: Investigating the Non-Negativeness of Portfolio Weight Vectors of Equality-Constraint-Only Models and Implications for Capital Asset Pricing Models
 
 

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Journal: Mathematics, 2025
Volume: 13
Number: 41

Article: An Advanced Time-Varying Capital Asset Pricing Model via Heterogeneous Autoregressive Framework: Evidence from the Chinese Stock Market
Authors: by Bohan Zhao, Hong Yin and Yonghong Long
Link: https://www.mdpi.com/2227-7390/13/1/41

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