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 record nr: 17530
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