Minimum-variance portfolios in the U.S. equity market

Journal of Portfolio Management

Volumn 33, Issue 1, 2006, Pages

  Clarke, Roger ^a   De Silva, Harindra ^a   Thorley, Steven ^b  

^a Analytic Investors Inc   (United States)

^b BRIGHAM YOUNG UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33845344741     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2006.661366     Document Type: Article

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