Principal portfolios
Year of publication: |
2023
|
---|---|
Authors: | Kelly, Bryan T. ; Malamud, Semyon ; Pedersen, Lasse Heje |
Published in: |
The journal of finance : the journal of the American Finance Association. - Berkeley, Calif. : AFA, ISSN 1540-6261, ZDB-ID 2010241-0. - Vol. 78.2023, 1, p. 347-387
|
Subject: | Portfolio-Management | Portfolio selection | CAPM |
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