A PORTFOLIO APPROACH TO ESTIMATING THE AVERAGE CORRELATION-COEFFICIENT FOR THE CONSTANT CORRELATION MODEL

被引：9

|

作者：

ANEJA, YP

CHANDRA, R

GUNAY, E

机构：

来源：

JOURNAL OF FINANCE | 1989年 / 44卷 / 05期

关键词：

D O I：

10.2307/2328653

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

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页码：1435 / 1438

页数：4

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