The efficient use of conditioning information in portfolios
Year of publication: |
2001
|
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Authors: | Ferson, Wayne E. ; Siegel, Andrew F. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 56.2001, 3, p. 967-982
|
Subject: | Portfolio-Management | Portfolio selection | Information | CAPM | Theorie | Theory |
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