note on the distribution form of residuals in the Sharpe diagonal model
By: by Eli Sani.
Series: Systems research : working paper series -- no. 74-37; Systems research working paper series -- no. 74-37.
Publisher: School of Management, State University of New York at Binghamton
Published: 1974
Place of publication: Binghamton, N.Y
Language: eng
Number of pages: 12
Subjects: Portfolio management -- Econometric models.
Notes: Includes bibliographical references.