On the stability of alpha and beta estimates in the Sharpe portolio [i.e. portfolio] selection model
Series: Syracuse University. School of Management. Working paper -- 74-WP 1
Publisher: School of Management, Syracuse University
Published: 1974
Place of publication: Syracuse, N.Y
Language: eng
Number of pages: 13
Subjects: Investments -- Mathematical models
Other titles: On the stability of alpha and beta estimates in the Sharpe portfolio selection model
Notes: Bibliography: leaf [14]