Correction to: International Capital Asset Pricing Model: The Case of Asymmetric Information and Short-Sale (Annals of Operations Research, (2019), 10.1007/S10479-019-03133-1) - Université de Picardie Jules Verne Accéder directement au contenu
Article Dans Une Revue Annals of Operations Research Année : 2019

Correction to: International Capital Asset Pricing Model: The Case of Asymmetric Information and Short-Sale (Annals of Operations Research, (2019), 10.1007/S10479-019-03133-1)

Résumé

The cited reference Nguyen et al. (2017) should have been set as Al Janabi et al. (2017) in the first paragraph of introduction. As such, the following corrections should be made in the list of references: Wrongly Cited Reference: Nguyen, D., Al Janabi, M. A. M., Hernandez, J. A., & Berger, T. (2017). Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. European Journal of Operational Research, 259(3), 1121\textendash 1131. Correct Reference to be Cited: Al Janabi, M. A. M., Hernandez, J. A., Berger, T., & Nguyen, D. (2017). Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. European Journal of Operational Research, 259(3), 1121\textendash 1131. \textcopyright 2019, Springer Science+Business Media, LLC, part of Springer Nature.

Dates et versions

hal-03680579 , version 1 (28-05-2022)

Identifiants

Citer

Makram Bellalah, Fredj Amine Dammak. Correction to: International Capital Asset Pricing Model: The Case of Asymmetric Information and Short-Sale (Annals of Operations Research, (2019), 10.1007/S10479-019-03133-1). Annals of Operations Research, 2019, ⟨10.1007/s10479-019-03171-9⟩. ⟨hal-03680579⟩

Collections

U-PICARDIE CRIISEA
17 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Mastodon Facebook X LinkedIn More