A note on the generalized multibeta CAPM
Year of publication: |
1994
|
---|---|
Authors: | Lee, Cheng F. |
Other Persons: | Reisman, Haim (contributor) ; Simaan, Yusif E. (contributor) |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 4.1994, 1, p. 67-68
|
Subject: | CAPM | Portfolio-Management | Portfolio selection | Theorie | Theory |
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