Managing the Market Portfolio
Published Online:29 Jun 2022https://doi.org/10.1287/mnsc.2022.4459
Supplemental Material
The replication files for this article are available HERE.
- Cited by
- 13 April 2026 | Annals of Operations Research, Vol. 64
- 7 January 2026 | Journal of Risk and Financial Management, Vol. 19, No. 1
- 6 August 2025 | Journal of Futures Markets, Vol. 45, No. 11
- 23 June 2025 | Journal of Risk and Financial Management, Vol. 18, No. 7
- 3 March 2025 | Applied Economics Letters, Vol. 1
- Journal of International Financial Markets, Institutions and Money, Vol. 91
Volume 69, Issue 6
June 2023
Pages v, 3157-3758, iii-iv
Article Information
Supplemental Material
Metrics
Information
- Received:December 07, 2020
- Accepted:January 19, 2022
- Published Online:June 29, 2022
Copyright © 2022, INFORMS
Cite as
Fabian Hollstein, Marcel Prokopczuk (2022) Managing the Market Portfolio. Management Science 69(6):3675-3696.
https://doi.org/10.1287/mnsc.2022.4459
Keywords
The authors thank Haoxiang Zhu (the editor), an anonymous associate editor, and three anonymous referees for helpful comments and suggestions.
