Positively Weighted Minimum-Variance Portfolios and the Structure of Asset Expected Returns
| Year of publication: |
1992
|
|---|---|
| Authors: | Best, Michael J. ; Grauer, Robert R. |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 27.1992, 04, p. 513-537
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |