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Idiosyncratic risk and when to tilt toward value
Fink, Jason D., (2021)
A general framework for portfolio theory, part III, multi-period markets and modular approach
Maier-Paape, Stanislaus, (2019)
The economics of financial markets
Bailey, Roy E., (2005)
Portfolio theory and capital markets
Sharpe, William F., (2000)
[Rezension von: Markowitz, Harry M., Mean-variance analysis in portfolio choice and capital markets]
Sharpe, William F., (1989)
Capital asset prices with and without negative holdings
Sharpe, William F., (1991)