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. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 31.2007, 11, p. 3503-3523
|