Markowitz efficiency and size effect : evidence from the UK stock market
Tienyu Hwang; Simon Gao; Heather Owen
| Year of publication: |
2014
|
|---|---|
| Authors: | Hwang, Tienyu ; Gao, Simon S. ; Owen, Heather |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 43.2014, 4, p. 721-750
|
| Subject: | Size effect | Efficient frontier | Minimum-variance portfolio | Size reversal | Portfolio-Management | Portfolio selection | Betriebsgröße | Firm size | Effizienz | Efficiency | Börsenkurs | Share price | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Technische Effizienz | Technical efficiency |
| Extent: | graph. Darst. |
|---|---|
| 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/10010490996