SOME FURTHER ANALYTICAL PROPERTIES OF THE CONSTANT CORRELATION MODEL FOR PORTFOLIO SELECTION.
| Autor: | KWAN, CLARENCE C. Y.1 kwanc@mcmaster.ca |
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| Zdroj: | International Journal of Theoretical & Applied Finance. Nov2006, Vol. 9 Issue 7, p1071-1091. 21p. 3 Charts. |
| Databáze: | Business Source Ultimate |
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