Markowitz portfolio and the blur of history
Year of publication: |
2020
|
---|---|
Authors: | Ng, Chi Tim ; Shi, Yue ; Chan, Ngai Hang |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 23.2020, 5, p. 1-19
|
Subject: | Arbitrage pricing theory | blur of history | factor model | Markowitz portfolio | Portfolio-Management | Portfolio selection | Theorie | Theory | CAPM |
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