A mean-variance derivation of a multi-factor equilibrium model
Year of publication: |
1987
|
---|---|
Authors: | Ehrhardt, Michael C. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 22.1987, 2, p. 227-236
|
Subject: | Portfolio-Management | Portfolio selection |
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