The cross-section of positively weighted portfolios
Year of publication: |
Jan. 2007
|
---|---|
Other Persons: | Niedermayer, Daniel (contributor) ; Zimmermann, Heinz (contributor) |
Publisher: |
Basel : WWZ |
Subject: | asset pricing | CAPM | Roll Critique | mean-variance analysis | short-sale constraint | market proxy | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Varianzanalyse | Analysis of variance | Monte-Carlo-Simulation | Monte Carlo simulation | USA | United States | 2001-2006 |
Extent: | Online-Ressource, 28 S., Text graph. Darst. |
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Series: | WWZ working paper. - Basel : WWZ, ZDB-ID 2259197-7. - Vol. 07,15 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/123381 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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