The mean-variance model revisited with a cash account
Year of publication: |
2012
|
---|---|
Authors: | Jiang, Chonghui ; Ma, Yongkai ; An, Yunbi |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 2.2012, 1, p. 43-53
|
Subject: | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection |
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