Optimality: The Third Erich L. Lehmann Symposium || A Note on the Investment Proportions of a Minimum-Variance Equity Portfolio

✍ Scribed by Wilhelmine von Türk

• Book ID: 124987653
• Publisher: Institute of Mathematical Statistics
• Year: 2009
• Weight: 568 KB
• Volume: 57
• Category: Article
• ISSN: 0749-2170
• DOI: 10.2307/30250050