Positively Weighted Minimum-Variance Portfolios and the Structure of Asset Expected Returns

Authors
Michael J. Best Robert R. Grauer
Citation
Michael J. Best et Robert R. Grauer, Positively Weighted Minimum-Variance Portfolios and the Structure of Asset Expected Returns, Journal of financial and quantitative analysis, 27(04), 1992, pp. 513
Journal title
Journal of financial and quantitative analysis → ACNP
ISSN journal
00221090
Volume
27
Issue
04
Year of publication
1992
Database
ICR
SICI code
0022-1090(1992)27:04<513:PWMPAT>2.0.ZU;2-N