POSITIVELY WEIGHTED PORTFOLIOS ON THE MINIMUM-VARIANCE FRONTIER

被引：21

作者：

GREEN, RC

机构：

来源：

JOURNAL OF FINANCE | 1986年 / 41卷 / 05期

关键词：

D O I：

10.2307/2328163

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1051 / 1068

页数：18

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