Optimal portfolio selection in ex ante stock price bubble and furthermore bubble burst scenario from Dhaka stock exchange with relevance to sharpe’s single index model
Year of publication: |
2012-09-30
|
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Authors: | Kamal, Javed Bin |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Sharpe’s single index model | Sharpe ratio | optimal portfolio | cut-off rate |
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