A new example of a closed form mean-variance representation
Year of publication: |
2009
|
---|---|
Other Persons: | McLaren, Keith Robert (contributor) |
Publisher: |
Clayton : Dep. of Econometrics and Business Statistics, Monash Univ. Göttingen : Niedersächsische Staats- und Universitätsbibliothek |
Subject: | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection |
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