Portfolio efficiency of univariate time series models empirical evidence on Finnish and Swedish stock data
Year of publication: |
1988
|
---|---|
Authors: | Östermark, Ralf |
Publisher: |
Åbo |
Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Schweden | Sweden | Finnland | Finland | 1970-1987 |
-
Portfolio efficiency of capital asset pricing models : empirical evidence on thin stock markets
Östermark, Ralf, (1990)
-
Recursive portfolio management : large-scale evidence from two Scandinavian stock markets
Östermark, Ralf, (1991)
-
Probabilistic Equilbirium of Stock Market Imminent on 'Capital Allocation'
Cherian, Mathew, (2010)
- More ...
-
Nasution, Damai, (2012)
-
Nasution, Damai, (2019)
-
Auditor fee dependence, auditor tenure, and auditor independence: the case of Finland
Nasution, Damai, (2013)
- More ...