When Will Mean-Variance Efficient Portfolios Be Well Diversified?
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Other versions of this item:
- Green, Richard C & Hollifield, Burton, 1992. " When Will Mean-Variance Efficient Portfolios Be Well Diversified?," Journal of Finance, American Finance Association, vol. 47(5), pages 1785-1809, December.
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Keywordsportfolios ; risk ; pricing;
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