Mean-variance-time : an extension of Markowitz's mean-variance portfolio theory
Year of publication: |
2020
|
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Authors: | Fahmy, Hany |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 109.2020, p. 1-13
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Subject: | Mean-variance portfolio theory | Overreaction | Portfolio duration | Portfolio selection | Uncertain time horizon | Portfolio-Management | Theorie | Theory | CAPM |
Description of contents: | Description [doi.org] |
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