IMPUTING EXPECTED SECURITY RETURNS FROM PORTFOLIO COMPOSITION

被引：27
|
作者：
SHARPE, WF [1 ]
机构：
[1] STANFORD UNIV,STANFORD,CA 94305
来源：
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1974年 / 9卷 / 03期
关键词：
D O I：
10.2307/2329873
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：463 / 472
页数：10
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