Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model
Year of publication: |
2013-12-23
|
---|---|
Authors: | Partovi, M. Hossein |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 33.2013, 4, p. 2930-2937
|
Publisher: |
AccessEcon |
Subject: | portfolio selection | efficient frontier | principal portfolios | single-index CAPM | hedging | leveraging |
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