Minimum-variance versus tangent portfolios - A note.
Autor: | Tarrazo, Manuel, Úbeda, Ricardo |
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Zdroj: | Journal of Asset Management. Jun2012, Vol. 13 Issue 3, p186-195. 10p. 2 Charts, 1 Graph. |
Databáze: | Business Source Ultimate |
Externí odkaz: |
Autor: | Tarrazo, Manuel, Úbeda, Ricardo |
---|---|
Zdroj: | Journal of Asset Management. Jun2012, Vol. 13 Issue 3, p186-195. 10p. 2 Charts, 1 Graph. |
Databáze: | Business Source Ultimate |
Externí odkaz: |