Portfolio allocation with many risky assets
著者
書誌事項
Portfolio allocation with many risky assets
（Cowles Foundation paper / Cowles Foundation for Research in Economics at Yale University, no. 384）
Cowles Foundation for Research in Economics at Yale University, 1973
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注記
Title from cover
Reprint of article originally appearing in: Mathematical methods in investment and finance, 1972
Includes bibliographies
収録内容
- 1. Portfolio separation theorems
- 2. Alternative characterizations of portfolios
- 3. The term structure of interest rates
- 4. Comparison with the multi-commodities approach
