Residual variance heteroscedasticity, portfolio diversification, and trading rules
Son-Nan Chen
| Year of publication: |
1981
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|---|---|
| Authors: | Chen, Son-Nan |
| Published in: |
The quarterly review of economics and business : journal of the Midwest Economics Association. - Champaign, Ill. : Univ., ISSN 0033-5797, ZDB-ID 280843-2. - Vol. 21.1981, 3, p. 87-97
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| Subject: | Kapitalanlage Portefeuilleplanung |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002000048