Efficiency loss and constraints on portfolio holdings

Journal of Financial Economics

Volumn 48, Issue 3, 1998, Pages 359-375

  Wang, Zhenyu ^a  

^a Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Bayesian inference; C11; C15; G11; G12; G14; Monte Carlo simulation; Portfolio efficiency; Short sales

Indexed keywords

EID: 0000435230     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-405x(98)00015-4     Document Type: Article

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