Portfolio optimisation under changing risk via time-varying beta
| Year of publication: |
2006
|
|---|---|
| Authors: | Bramante, Riccardo ; Gabbi, Giampaolo |
| Published in: |
Managerial finance. - Bradford [u.a.] : Emerald, ISSN 0307-4358, ZDB-ID 7505619. - Vol. 32.2006, 4, p. 337-346
|