A Factor Portfolio Asset Pricing Model Based on the Optimal Distribution of Risk and Return
Year of publication: |
2017
|
---|---|
Authors: | Zhang, Dixin |
Other Persons: | Xu, Zhongya (contributor) ; An, Tongliang (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 2, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2996106 [DOI] |
Classification: | G12 - Asset Pricing ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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