Analysing the information embedded in the optimal mean–variance weights: CAPM versus Bamberg and Dorfleitner model
Crossref DOI link: https://doi.org/10.1007/s11846-016-0205-0
Published Online: 2016-08-06
Published Print: 2017-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bosch-Badia, Maria-Teresa
Montllor-Serrats, Joan
Tarrazon-Rodon, Maria-Antonia
License valid from 2016-08-06