Implied expected returns and the choice of a mean-variance efficient portfolio proxy
David Ardia and Kris Boudt
| Year of publication: |
2015
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|---|---|
| Authors: | Ardia, David ; Boudt, Kris |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 41.2015, 4, p. 68-81
|
| Subject: | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011432240