Differencing interval and autocorrelation effects on portfolio diversification : additive versus multiplicative assumptions
Year of publication: |
1982
|
---|---|
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
|
Subject: | Kapitalanlage Portefeuilleplanung | Ökonometrik Schätzung | Vereinigte Staaten |
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