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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This item is available in: Library Catalogue
Item Type: Article
Research Areas: A. > Business School > Accounting and Finance
Item ID: 1208
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Depositing User: Repository team
Date Deposited: 25 Feb 2009 10:25
Last Modified: 27 Jan 2016 11:54
URI: http://eprints.mdx.ac.uk/id/eprint/1208

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