The Cross-Section of Positively Weighted Portfolios
Year of publication: |
2007
|
---|---|
Authors: | Niedefrmayer, Daniel ; Zimmermann, Heinz |
Institutions: | Wirtschaftswissenschaftliches Zentrum, Universität Basel |
Subject: | asset pricing | CAPM | Roll Critique | mean-variance analysis | short-sale constraint | market proxy |
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