OBTAINING AND PARAMETERIZING MULTIPERIOD PORTFOLIOS WITH DESIRABLE CHARACTERISTICS UNDER LOGNORMAL RETURNS
Jimmy E. Hilliard, Ronnie J. ClaytonVolume:
13
Année:
1982
Langue:
english
Pages:
11
DOI:
10.1111/j.1540-5915.1982.tb00146.x
Fichier:
PDF, 477 KB
english, 1982