General portfolio rules: application to multivariate normal distributions
Article
Clark, E., Jokung, O. and Institute of Chartered Financial Analysts of India 2006. General portfolio rules: application to multivariate normal distributions. The ICFAI journal of financial economics. 4 (3), pp. 7-13.
Type | Article |
---|---|
Title | General portfolio rules: application to multivariate normal distributions |
Authors | Clark, E., Jokung, O. and Institute of Chartered Financial Analysts of India |
Publisher | ICFAI University Press |
Journal | The ICFAI journal of financial economics |
ISSN | 0972-9154 |
Publication dates | |
2006 | |
Publication process dates | |
Deposited | 25 Feb 2009 |
Output status | Published |
Language | English |
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