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Portfolio Analysis Using Single Index, Multi-Index, and Constant Correlation Models: A Unified Treatment
Home
Publications
Portfolio Analysis Using Single Index, Multi-Index, and Constant Correlation Models: A Unified Treatment
Portfolio Analysis Using Single Index, Multi-Index, and Constant Correlation Models: A Unified Treatment
CK
Clarence C. Y. Kwan
Clarence C. Y. Kwan
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1 December 1984
journal article
Published by
JSTOR
in
The Journal of Finance
Vol. 39
(5)
,
1469-1483
https://doi.org/10.2307/2327738
Abstract
No abstract available
Keywords
SINGLE INDEX
PORTFOLIO ANALYSIS
ALGORITHM
CONSTANT CORRELATION MODELS
PORTFOLIO SELECTION
INDEX MODELS
UNIFIED TREATMENT
Cited by 9 articles