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  • Search: subject:"meanvariance efficient portfolio"
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Year of publication
Subject
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CAPM 1 Capital income 1 Correlation 1 Discounting 1 Diskontierung 1 Estimation theory 1 Factor analysis 1 Faktorenanalyse 1 Kapitaleinkommen 1 Korrelation 1 Portfolio selection 1 Portfolio-Management 1 Schätztheorie 1 Stochastic process 1 Stochastischer Prozess 1 asset pricing 1 characteristics 1 covariance estimation 1 covariances 1 factor models 1 meanvariance efficient portfolio 1 stochastic discount factor 1
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Online availability
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Free 1
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Filipović, Damir 1 Schneider, Paul 1
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Research paper series / Swiss Finance Institute 1
Source
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ECONIS (ZBW) 1
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Fundamental properties of linear factor models
Filipović, Damir; Schneider, Paul - 2024
Persistent link: https://www.econbiz.de/10015102037
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