Asset pricing models when the number of securities held is constrained : a comparison and reconciliation of Mao and Levy models
Year of publication: |
1982
|
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Authors: | Kryzanowski, Lawrence ; Chau, To Minh |
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. 17.1982, 1, p. 63-73
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Subject: | Kapitalanlage Portefeuilleplanung |
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