Differencing interval and autocorrelation effects on portfolio diversification : additive versus multiplicative assumptions
Son-Nan Chen and Arthur J. Keown
| Year of publication: |
1982
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|---|---|
| Authors: | Chen, Son-Nan ; Keown, Arthur J. |
| Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 34.1982, 1, p. 39-50
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| Subject: | Kapitalanlage Portefeuilleplanung | Ökonometrik Schätzung | Vereinigte Staaten |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002000006