Covariance complexity and rates of return on assets
| Year of publication: |
2007
|
|---|---|
| Authors: | MacLean, Leonard C. ; Foster, Michael E. ; Ziemba, William T. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 31.2007, 11, p. 3503-3523
|
| Publisher: |
Elsevier |