Simple and optimal alpha strategy selection and risk budgeting of Goodbye to 91.5 per cent and all that
Robert Scott
| Year of publication: |
2011
|
|---|---|
| Authors: | Scott, Robert |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 12.2011, 3, p. 214-223
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009871101