Portfolio optimization under asset pricing anomalies
Year of publication: |
2006
|
---|---|
Authors: | Chou, Pin-huang ; Li, Wen-Shen ; Zhou, Guofu |
Published in: |
Japan and the world economy : international journal of theory and policy. - Amsterdam : Elsevier Science Publ., ISSN 0922-1425, ZDB-ID 649581-3. - Vol. 18.2006, 2, p. 121-142
|
Subject: | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory |
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