On the nature of mean-variance spanning
Year of publication: |
2009
|
---|---|
Authors: | Cheung, C. Sherman ; Kwan, Clarence C. Y. ; Mountain, Dean C. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 6.2009, 2, p. 106-113
|
Subject: | Portfolio-Management | Portfolio selection |
-
Branchenorientierte Steuerung eines Kreditportfolios
Frank, Martin, (1999)
-
Carroll, Chris, (2000)
-
Rebels, conformists, contrarians and momentum traders
Gatev, Evan G., (2000)
- More ...
-
The hedging effectiveness of options and futures: A meanāgini approach
Cheung, C. Sherman, (1990)
-
International investment and currency risk
Chamberlain, Trevor W., (1990)
-
A note on the transmission of public informtion across inetrnational stock markets
Cheung, C. Sherman, (1992)
- More ...