Mimicking portfolios with conditioning information
Year of publication: |
2006
|
---|---|
Authors: | Ferson, Wayne E. ; Siegel, Andrew F. ; Xu, Pisun |
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. 41.2006, 3, p. 607-636
|
Subject: | Portfolio-Management | Portfolio selection | CAPM |
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