Portfolio optimization under asset pricing anomalies
| Year of publication: |
2006
|
|---|---|
| Authors: | Chou, Pin-Huang ; Li, Wen-Shen ; Zhou, Guofu |
| Published in: |
Japan and the World Economy. - Elsevier, ISSN 0922-1425. - Vol. 18.2006, 2, p. 121-142
|
| Publisher: |
Elsevier |