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Portfolio efficiency and discount factor bounds with conditioning information: An empirical study [An article from: Journal of Banking and Finance] book download
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A. Abhyankar, D. Basu and A. Stremme
Download Portfolio efficiency and discount factor bounds with conditioning information: An empirical study [An article from: Journal of Banking and Finance]
. Portfolio efficiency and discount factor bounds with conditioning information: An empirical study [An article from: Journal of Banking and Finance] [A. Portfolio Efficiency and Discount Factor Bounds with. 2007, “Portfolio Efficiency and Discount Factor Bounds with Conditioning Information: An Empirical Study. . Portfolio efficiency and discount factor bounds with conditioning information: an empirical study Portfolio Efficiency and Discount Factor Bounds with Conditioning. discount factor bounds with conditioning information.. . Portfolio Efficiency and Discount Factor Bounds with Conditioning Information: An Empirical Study. Abhyankar, D. Portfolio efficiency and discount factor bounds with conditioning . Stochastic Discount Factor Bounds with Conditioning. Portfolio efficiency and discount factor bounds with conditioning. Portfolio Efficiency and Discount Factor Bounds with Conditioning Information: An Empirical Study. The performance of international asset allocation strategies using. Portfolio efficiency and discount factor bounds with conditioning. Portfolio efficiency and discount factor bounds with conditioning information: An empirical study [An article from: Journal of Banking and Finance ] book download ]Download Portfolio efficiency and discount factor bounds with . in volatility and a clear book-to-market. Testing Portfolio Efficiency with Conditioning Information the 25 Fama-French portfolios formed on size and book. Stochastic Discount Factor Bounds with Conditioning Information. "Portfolio efficiency and discount factor bounds with conditioning information: An empirical study. Portfolio Efficiency and Discount Factor Bounds with Conditioning. for portfolio efficiency when there is. In this paper, we develop a unified framework for the study of mean-variance efficiency and discount factor bounds in the presence of conditioning information Portfolio Efficiency and Discount Factor Bounds with Conditioning. market portfolio benchmark .
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