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Duality in mean-variance frontiers with conditioning information

Francisco Penaranda

Publication Data

Title Duality in mean-variance frontiers with conditioning information
Author Francisco Penaranda
Contributors Enrique Sentana, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2007
Publication location London
Language English

Topics

Portfolio management
Information theory in finance

Catalogue Data

OBNB ID GBA817043
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.60151

ISBD

P1053 52 p.
P1042 Includes bibliographical references.

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Duality in mean-variance frontiers with conditioning information by Francisco Penaranda. Published by Centre for Economic Policy Research in 2007. Publication and catalogue information, links to buy online and reader comments.