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Search: subject:"Mean–variance efficient portfolio"
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mean-variance efficient portfolio
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cost and factor portfolios
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Joint estimation of conditional mean and covariance for unbalanced panels
Filipović, Damir
;
Schneider, Paul
-
2024
Persistent link: https://www.econbiz.de/10015117937
Saved in:
2
CAPM and asset pricing
Lai, Tsong-yue
;
Stohs, Mark Hoven
- In:
International journal of business
26
(
2021
)
4
,
pp. 105-118
Persistent link: https://www.econbiz.de/10012814395
Saved in:
3
Effectiveness of earnings forecasts in efficient global portfolio construction
Xia, Hui
;
Min, Xinyu
;
Deng, Shijie
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 568-574
Persistent link: https://www.econbiz.de/10011474407
Saved in:
4
Exact arbitrage and portfolio analysis in large asset markets
Khan, M. Ali
;
Sun, Yeneng
-
2002
pricing theory (APT). We also characterize conditions under which a
mean-variance
efficient
portfolio
is a benchmark portfolio …
Persistent link: https://www.econbiz.de/10010293500
Saved in:
5
Exact arbitrage and portfolio analysis in large asset markets
Khan, M. Ali
;
Sun, Yeneng
- In:
Economic Theory
22
(
2003
)
3
,
pp. 495-528
pricing theory (APT). We also characterize conditions under which a
mean-variance
efficient
portfolio
is a benchmark portfolio …
Persistent link: https://www.econbiz.de/10005597823
Saved in:
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