Conditions of equivalence among E-V, SSD, and E-H portfolio selection criteria : the case for uniform, normal and lognormal distributions
Year of publication: |
1975
|
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Authors: | Philippatos, George C. ; Gressis, Nicolas |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 21.1975, 6, p. 617-625
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Subject: | Kapitalanlage |
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