On the performance of efficient portfolios

Journal of Economic Dynamics and Control

Volumn 29, Issue 4 SPEC. ISS., 2005, Pages 721-740

  Böhm, Volker ^a   Wenzelburger, Jan ^a  

^a BIELEFELD UNIVERSITY   (Germany)

Author keywords

Asset markets; CAPM; Efficient portfolios; Heterogeneity

Indexed keywords

EID: 14544283284     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2004.01.006     Document Type: Article

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