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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| 格式: | Online |
| 語言: | 英语 |
| 出版: |
El Colegio de México, A.C.
1996
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| 主題: | |
| 在線閱讀: | https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/253 |
| 機構: |
Estudios Económicos |