Disagreement, portfolio optimization, and excess volatility
Ran Duchin and Ran Duchin
| Year of publication: |
2010
|
|---|---|
| Authors: | Duchin, Ran ; Levy, Moshe |
| 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. 45.2010, 3, p. 623-640
|
| Subject: | Portfolio-Management | Portfolio selection | Volatilität | Volatility | CAPM | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008657215