Optimum allocation of weights to assets in a portfolio: the case of nominal annualization versus effective annualization of returns
Year of publication: |
2008
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Authors: | Chang, Chun-Hao ; Dupoyet, Brice ; Prakash, Arun |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 18.2008, 20, p. 1635-1646
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