An algorithmic approach to deriving the minimum-variance zero-beta portfolio
Gordon J. Alexander
| Year of publication: |
1977
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| Authors: | Alexander, Gordon J. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 4.1977, 2, p. 231-236
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| Subject: | Kapitalanlage Portefeuilleplanung | Portfolio-Management | Portfolio selection | Theorie | Theory | Derivat | Derivative |
| Type of publication: | Article |
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| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001823916