Author: | Epps, T. W. |
Title: | Necessary and sufficient conditions for the mean-variance portfolio model with constant risk aversion. |
Journal: | Journal of Financial and Quantitative Analysis
1981 : JUN, VOL. 16:2, p. 169-176 |
Index terms: | FINANCIAL ANALYSIS FINANCIAL MODELS PORTFOLIO INVESTMENT |
Language: | eng |
Abstract: |
SCIMA