Optimal Portfolio Selection Using the General Multi-Index Model: A Stable Paretian Framework

✍ Scribed by Trevor W. Chamberlain; C. Sherman Cheung; Clarence C.Y. Kwan

• Book ID: 109167232
• Publisher: Decision Sciences Institute, Georgia State University
• Year: 1990
• Tongue: English
• Weight: 448 KB
• Volume: 21
• Category: Article
• ISSN: 0011-7315
• DOI: 10.1111/j.1540-5915.1990.tb00334.x