Portfolio analysis using single index, multi-index, and constant correlation models : a unified treatment
Clarence C. Y. Kwan
| Year of publication: |
1984
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| Authors: | Kwan, Clarence C. Y. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 39.1984, 5, p. 1469-1483
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| Subject: | Portfolio-Theorie | Statistik | Korrelation und Regression | Index |
| Type of publication: | Article |
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| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003613272