Diversification and the optimal construction of basis portfolios
By: Bruce N. Lehmann, David M. Modest.
Contributors: Modest, David Michael.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 9461.; Working paper series (National Bureau of Economic Research) -- working paper no. 9461.
Publisher: National Bureau of Economic Research
Published: 2003
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 36
Subjects: Investment analysis
Notes: "January 2003."

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).