A text book treatment of calculating returns on non-traditional portfolios
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Bibliographic InfoArticle provided by Elsevier in its journal Review of Financial Economics.
Volume (Year): 14 (2005)
Issue (Month): 2 ()
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Web page: http://www.elsevier.com/locate/inca/620170
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- Carter, Colin A. & Rausser, Gordon C. & Schmitz, Andrew, 1982.
"Efficient asset portfolios and the theory of normal backwardation,"
Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series
qt59c8m4x6, Department of Agricultural & Resource Economics, UC Berkeley.
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- Carter, Colin A. & Rausser, Gordon C. & Schmitz, Andrew, 1982. "Efficient asset portfolios and the theory of normal backwardation," CUDARE Working Paper Series 133R, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.
- Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, 03.
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- Figlewski, Stephen, 1984. " Hedging Performance and Basis Risk in Stock Index Futures," Journal of Finance, American Finance Association, vol. 39(3), pages 657-69, July.
- Fama, Eugene F & French, Kenneth R, 1996. " The CAPM Is Wanted, Dead or Alive," Journal of Finance, American Finance Association, vol. 51(5), pages 1947-58, December.
- William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, 09.
- Green, Richard C, 1986. " Positively Weighted Portfolios on the Minimum-Variance Frontier," Journal of Finance, American Finance Association, vol. 41(5), pages 1051-68, December.
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