A mean-variance derivation of a multi-factor equilibrium model
Michael C. Ehrhardt
| Year of publication: |
1987
|
|---|---|
| Authors: | Ehrhardt, Michael C. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 22.1987, 2, p. 227-236
|
| Subject: | Portfolio-Management | Portfolio selection |
| 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/10001025729