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 and Business. - Elsevier, ISSN 0148-6195. - Vol. 34.1982, 1, p. 39-50
|
| Publisher: |
Elsevier |