Optimum allocation of weights to assets in a portfolio : the case of nominal annualization of returns
Year of publication: |
2008
|
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Authors: | Chang, Chun-hao ; DuPoyet, Brice ; Prakash, Arun J. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 18.2008, 18/21, p. 1635-1646
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Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
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