Econometrics of efficient fitted portfolios

Journal of Empirical Finance

Volumn 6, Issue 1, 1999, Pages 87-118

  Gourieroux C ^a   Jouneau, F ^b  

^a CREST   (France)

^b UNIV LILLE   (France)

Author keywords

Individual portfolio management; Mean variance behaviour; Performance

Indexed keywords

EID: 0005899355     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(98)00010-3     Document Type: Article

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