En la frontera de media-desviación estándar

This paper presents a characterization of the meanstandard deviation frontier (MSF) in terms of pricing and averaging securities and explores the geometry of these securities relative to the geometry of the MSF. A summary of already known results is presented along with proof of new results. A measu...

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Bibliographic Details

Main Author:	Caldiño, Eneas A.
Format:	Online
Language:	English
Editor:	El Colegio de México, A.C. 1996
Subjects:	modelo de valuación de activos Frontera de Media Desviación Estándar model misspecification MSF meanstandard deviation frontier
Online Access:	https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/253
Journal:	Estudios Económicos