Relative performance of mean-variance optimized portfolios from competing asset pricing models
Harikumar Sankaran; Ruslan Furtas
| Year of publication: |
2012
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|---|---|
| Authors: | Sankaran, Harikumar ; Furtas, Ruslan |
| Published in: |
International journal of economic issues : IJEI. - New Delhi : International Science Press, ISSN 0974-603X, ZDB-ID 25651924. - Vol. 5.2012, 2, p. 155-172
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010077782