Growth-optimal portfolio restrictions on asset pricing models
Year of publication: |
1997
|
---|---|
Authors: | Bansal, Ravi ; Lehmann, Bruce Neal |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 1.1997, 2, p. 333-354
|
Subject: | CAPM | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Theorie | Theory | USA | United States | 1959-1991 |
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