Testing a portfolio for ex ante mean/variance efficiency:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Los Angeles, Calif.
Graduate School of Business, Univ. of California
1977
|
| Schriftenreihe: | Study center in managerial economic and finance
7,77 |
| Beschreibung: | 35, [2] S. |
Internformat
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Datensatz im Suchindex
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| author | Roll, Richard 1939- |
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| author_sort | Roll, Richard 1939- |
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| id | DE-604.BV042175569 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:14:35Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027614922 |
| oclc_num | 915495364 |
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| owner | DE-188 |
| owner_facet | DE-188 |
| physical | 35, [2] S. |
| publishDate | 1977 |
| publishDateSearch | 1977 |
| publishDateSort | 1977 |
| publisher | Graduate School of Business, Univ. of California |
| record_format | marc |
| series | Study center in managerial economic and finance |
| series2 | Study center in managerial economic and finance |
| spelling | Roll, Richard 1939- Verfasser (DE-588)170050831 aut Testing a portfolio for ex ante mean/variance efficiency by Richard Roll Los Angeles, Calif. Graduate School of Business, Univ. of California 1977 35, [2] S. txt rdacontent n rdamedia nc rdacarrier Study center in managerial economic and finance 7,77 Study center in managerial economic and finance 7,77 (DE-604)BV042175568 7,77 |
| spellingShingle | Roll, Richard 1939- Testing a portfolio for ex ante mean/variance efficiency Study center in managerial economic and finance |
| title | Testing a portfolio for ex ante mean/variance efficiency |
| title_auth | Testing a portfolio for ex ante mean/variance efficiency |
| title_exact_search | Testing a portfolio for ex ante mean/variance efficiency |
| title_full | Testing a portfolio for ex ante mean/variance efficiency by Richard Roll |
| title_fullStr | Testing a portfolio for ex ante mean/variance efficiency by Richard Roll |
| title_full_unstemmed | Testing a portfolio for ex ante mean/variance efficiency by Richard Roll |
| title_short | Testing a portfolio for ex ante mean/variance efficiency |
| title_sort | testing a portfolio for ex ante mean variance efficiency |
| volume_link | (DE-604)BV042175568 |
| work_keys_str_mv | AT rollrichard testingaportfolioforexantemeanvarianceefficiency |