✦ LIBER ✦

Optimal portfolio composition and the CAPM

✍ Scribed by Laurence Booth

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimation risk and stability of optimal

✍ Harbans L. Dhingra 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 806 KB

Bayesian and CAPM estimators of the mean

✍ Philippe Jorion 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 709 KB

On the dynamics of asset prices and port

✍ Marten Hillebrand; Jan Wenzelburger 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 914 KB

Portfolio efficiency of APT and CAPM in

✍ R Östermark 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 943 KB

Taxes and portfolio composition

✍ Edwin J. Elton; Martin J. Gruber 📂 Article 📅 1978 🏛 Elsevier Science 🌐 English ⚖ 656 KB

Stochastic dominance and optimal portfol

✍ Kaı̈s Dachraoui; Georges Dionne 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 56 KB