On the sensitivity of mean-variance-efficient portfolios to changes in asset means : some analytical and computational results
Michael J. Best ; Robert R. Grauer
| Year of publication: |
1991
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|---|---|
| Authors: | Best, Michael J. |
| Other Persons: | Grauer, Robert R. (contributor) |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 4.1991, 2, p. 315-342
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| Subject: | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory |
| 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/10001109997