Prediction of return with the minimum variance zero-beta portfolio
Year of publication: |
1975
|
---|---|
Authors: | Morgan, I. G. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 2.1975, 4, p. 361-376
|
Subject: | Kapitalanlagetheorie |
-
Hess, Patrick J., (1975)
- More ...
-
Prediction of return with the minimum variance zero-beta portfolio
Morgan, I. G., (1975)
-
Market proxies and the conditional prediction of returns
Morgan, I. G., (1978)
-
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G., (1997)
- More ...