Portfolio selection and portfolio frontier with background risk
Hung-Hsi Huang; Ching-Ping Wang
| Year of publication: |
2013
|
|---|---|
| Authors: | Huang, Hung-hsi ; Wang, Ching-ping |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 26.2013, p. 177-196
|
| Subject: | Background risk | Portfolio selection | Portfolio frontier | Two-fund separation | Zero-Beta CAPM | Theorie | Theory | Portfolio-Management | CAPM |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010364815