Approximating the growth optimal portfolio with a diversified world stock index

Journal of Risk Finance

Volumn 7, Issue 5, 2006, Pages 559-574

  Le, Truc ^a   Platen, Eckhard ^a  

^a UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

Author keywords

Portfolio investment; Stocks; World economy

Indexed keywords

EID: 85015661703     PISSN: 15265943     EISSN: 09657967     Source Type: Journal    
DOI: 10.1108/15265940610716115     Document Type: Article

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