Portfolio optimisation under changing risk via time-varying beta

Managerial Finance

Volumn 32, Issue 4, 2006, Pages 337-346

  Bramante, Riccardo ^a   Gabbi, Giampaolo ^b,c  

^a UNIVERSITÀ CATTOLICA DEL SACRO CUORE   (Italy)

^b UNIVERSITY OF SIENA   (Italy)

^c BOCCONI UNIVERSITY   (Italy)

Author keywords

Assets management; Modelling; Portfolio investment

Indexed keywords

EID: 85015675652     PISSN: 03074358     EISSN: 17587743     Source Type: Journal    
DOI: 10.1108/03074350610652332     Document Type: Article

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