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.
TypeArticle
TitleGeneral portfolio rules: application to multivariate normal distributions
AuthorsClark, E., Jokung, O. and Institute of Chartered Financial Analysts of India
PublisherICFAI University Press
JournalThe ICFAI journal of financial economics
ISSN0972-9154
Publication dates
Print2006
Publication process dates
Deposited25 Feb 2009
Output statusPublished
LanguageEnglish
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