Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy
نویسندگان
چکیده
منابع مشابه
Mean-variance-skewness model for portfolio selection with fuzzy returns
Article history: Received 21 August 2008 Accepted 4 May 2009 Available online 15 May 2009
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2013
ISSN: 1556-5068
DOI: 10.2139/ssrn.2215042