مرکز منطقه ای اطلاع رساني علوم و فناوري - Global portfolios should be optimized in excess, not total returns

Title of article :

Global portfolios should be optimized in excess, not total returns

Author/Authors :

Erik Norland، نويسنده , , D. Sykes Wilford، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

213

To page :

224

Keywords :

Derivative , asset management , Excess return , Portfolio optimization , Total return

Journal title :

Review of Financial Economics

Serial Year :

2002

Journal title :

Review of Financial Economics

Record number :

231247

Link To Document :