The performance characteristics of minimum variance portfolios
Mahesh Pritamani, Sean Smith, and Aran Murphy
| Year of publication: |
2012
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|---|---|
| Authors: | Pritamani, Mahesh ; Smith, Sean ; Murphy, Aran |
| Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 7.2012, 1, p. 74-77
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Varianzanalyse | Analysis of variance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009532044