Portfolio selection with randomly time-varying first and second moments
Subtitle: the role of the instantaneous capital market line
By: by L. T. Nielsen and M. Vassalou.
Contributors: Vassalou, Maria.; INSEAD.
Edition: Rev. [i.e. 2nd] ed.
Series: Working papers / INSEAD -- 98/46/FIN; Working papers -- 98/46/FIN.
Publisher: INSEAD
Published: 1998
Place of publication: Fontainebleau
Language: eng
Number of pages: 32
Notes: Revised version of 97/46/FIN.