A general proof of Merton's analytic derivation of the efficient portfolio frontier
Arun J. Prakash ; Gerald LaCava ; Ali M. Parhizgari
| Year of publication: |
1989
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|---|---|
| Authors: | Prakash, Arun J. |
| Other Persons: | LaCava, Gerald (contributor) ; Parhizgari, Ali M. (contributor) |
| Published in: |
Quarterly journal of business and economics : QJBE. - Lincoln, Neb. : College of Business Administration, ISSN 0747-5535, ZDB-ID 859563-X. - Vol. 28.1989, 3, p. 67-77
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001089471