An algorithmic approach to deriving the minimum-variance zero-beta portfolio
Gordon J. Alexander
| Year of publication: |
1977
|
|---|---|
| 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
|
| Subject: | Kapitalanlage Portefeuilleplanung |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001823916