Some further analytical properties of the constant correlation model for portfolio selection
Year of publication: |
2006
|
---|---|
Authors: | Kwan, Clarence C. Y. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 9.2006, 7, p. 1071-1092
|
Subject: | Portfolio-Management | Portfolio selection | Korrelation | Correlation |
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