ALGORITHMIC APPROACH TO DERIVING MINIMUM-VARIANCE ZERO-BETA PORTFOLIO

• 成果类型: Article
• 署名作者: ALEXANDER, GJ
• 署名单位: University of Minnesota System; University of Minnesota Twin Cities
• 刊物名称: JOURNAL OF FINANCIAL ECONOMICS
• ISSN/ISSBN: 0304-405X
• DOI: 10.1016/0304-405X(77)90012-5
• 发表日期: 1977
• 页码: 231-236