DIFFERENCING INTERVAL AND AUTO-CORRELATION EFFECTS ON PORTFOLIO DIVERSIFICATION - ADDITIVE VERSUS MULTIPLICATIVE ASSUMPTIONS

被引：1

作者：

CHEN, SN ^{[1
]}

KEOWN, AJ ^{[1
]}

机构：

[1] VIRGINIA POLYTECH INST & STATE UNIV,DEPT FINANCE,BLACKSBURG,VA 24061

来源：

JOURNAL OF ECONOMICS AND BUSINESS | 1982年 / 34卷 / 01期

关键词：

D O I：

10.1016/0148-6195(82)90015-7

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：39 / 50

页数：12

共 22 条

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