Optimality and diversifiability of mean variance and arbitrage pricing portfolios:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Munich
CESifo
2009
|
| Schriftenreihe: | CESifo working papers
2857 : Category 12, Empirical and theoretical methods |
| Schlagworte: | |
| Beschreibung: | Auch im Internet unter den Adressen www.SSRN.com, www.RePEc.org und www.CESifo-group.de verfügbar |
| Beschreibung: | 49 S. |
Internformat
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Datensatz im Suchindex
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| author | Pesaran, M. Hashem 1946- Zaffaroni, Paolo |
| author_GND | (DE-588)122674146 |
| author_facet | Pesaran, M. Hashem 1946- Zaffaroni, Paolo |
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| bvnumber | BV026958430 |
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| id | DE-604.BV026958430 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T23:03:17Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021619500 |
| oclc_num | 530396114 |
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| physical | 49 S. |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | CESifo |
| record_format | marc |
| series2 | CESifo working papers |
| spelling | Pesaran, M. Hashem 1946- Verfasser (DE-588)122674146 aut Optimality and diversifiability of mean variance and arbitrage pricing portfolios M. Hashem Pesaran ; Paolo Zaffaroni Munich CESifo 2009 49 S. txt rdacontent n rdamedia nc rdacarrier CESifo working papers 2857 : Category 12, Empirical and theoretical methods Auch im Internet unter den Adressen www.SSRN.com, www.RePEc.org und www.CESifo-group.de verfügbar Portfolio-Investition (DE-588)4175391-4 gnd rswk-swf Marktrisiko (DE-588)4506224-9 gnd rswk-swf Portfolio-Investition (DE-588)4175391-4 s Marktrisiko (DE-588)4506224-9 s DE-604 Zaffaroni, Paolo Verfasser aut CESifo GmbH <München> CESifo working paper series 2857 (DE-604)BV013978326 2857 |
| spellingShingle | Pesaran, M. Hashem 1946- Zaffaroni, Paolo Optimality and diversifiability of mean variance and arbitrage pricing portfolios Portfolio-Investition (DE-588)4175391-4 gnd Marktrisiko (DE-588)4506224-9 gnd |
| subject_GND | (DE-588)4175391-4 (DE-588)4506224-9 |
| title | Optimality and diversifiability of mean variance and arbitrage pricing portfolios |
| title_auth | Optimality and diversifiability of mean variance and arbitrage pricing portfolios |
| title_exact_search | Optimality and diversifiability of mean variance and arbitrage pricing portfolios |
| title_full | Optimality and diversifiability of mean variance and arbitrage pricing portfolios M. Hashem Pesaran ; Paolo Zaffaroni |
| title_fullStr | Optimality and diversifiability of mean variance and arbitrage pricing portfolios M. Hashem Pesaran ; Paolo Zaffaroni |
| title_full_unstemmed | Optimality and diversifiability of mean variance and arbitrage pricing portfolios M. Hashem Pesaran ; Paolo Zaffaroni |
| title_short | Optimality and diversifiability of mean variance and arbitrage pricing portfolios |
| title_sort | optimality and diversifiability of mean variance and arbitrage pricing portfolios |
| topic | Portfolio-Investition (DE-588)4175391-4 gnd Marktrisiko (DE-588)4506224-9 gnd |
| topic_facet | Portfolio-Investition Marktrisiko |
| volume_link | (DE-604)BV013978326 |
| work_keys_str_mv | AT pesaranmhashem optimalityanddiversifiabilityofmeanvarianceandarbitragepricingportfolios AT zaffaronipaolo optimalityanddiversifiabilityofmeanvarianceandarbitragepricingportfolios |