Generalized mean-variance analysis and robust portfolio diversification
Stephen M. Wright and S. E. Satchell
| Year of publication: |
2003
|
|---|---|
| Authors: | Wright, Stephen M. ; Satchell, Stephen |
| Published in: |
Advances in portfolio construction and implementation. - Amsterdam [u.a.] : Butterworth-Heinemann, ISBN 0-7506-5448-1. - 2003, p. 40-54
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001771094