Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments /
Nielsen, L. T.(Lars Tyge)
Vassalou, Maria.
Centre for Economic Policy Research (Great Britain)
London : Centre for Economic Policy Research,
[1997]
"May 1997"
"Financial economics"--Cover.
Includes bibliographical references (p. 40-42).
Capital assets pricing model.
Portfolio management