More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm-Specific Variables for Cross-Sectional Studies
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1992.tb04697.x/fullpdf
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4. Estimating the dependence structure of stock prices: Implications for portfolio selection;Elton;Journal of Finance,1973
5. Simple criteria for optimal portfolio selection;Elton;Journal of Finance,1976
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