Multi-horizon Markowitz portfolio performance appraisals: A general approach

✍ Scribed by Walter Briec; Kristiaan Kerstens

• Book ID: 113830569
• Publisher: Elsevier Science
• Year: 2009
• Tongue: English
• Weight: 222 KB
• Volume: 37
• Category: Article
• ISSN: 0305-0483
• DOI: 10.1016/j.omega.2006.07.007