General portfolio rules: application to multivariate normal distributions

Clark, Ephraim A. and Jokung, Octave (2006) General portfolio rules: application to multivariate normal distributions. The ICFAI journal of financial economics, 4 (3). pp. 7-13. ISSN 0972-9154

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Item Type:Article
Research Areas:Middlesex University Schools and Centres > Business School > Accounting and Finance
ID Code:1208
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Deposited On:25 Feb 2009 10:25
Last Modified:10 Dec 2014 20:29

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