Econometrics of efficient fitted portfolios
Year of publication: |
1999
|
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Authors: | Gouriéroux, Christian ; Jouneau, Frédéric |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 6.1999, 1, p. 87-118
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Varianzanalyse | Analysis of variance |
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