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Scholarly Works

Portfolio Analysis Using Single Index,...

Journal article

Portfolio Analysis Using Single Index, Multi-Index, and Constant Correlation Models: A Unified Treatment

Authors

Kwan CCY

Journal

The Journal of Finance, Vol. 39, No. 5,

Publisher

JSTOR

Publication Date

December 1984

DOI

10.2307/2327738

ISSN

0022-1082

Associated Experts

Clarence C Y Kwan

Professor Emeritus, DeGroote School of Business

Labels

Fields of Research (FoR)

38 Economics 3502 Banking, finance and investment 3801 Applied economics 35 Commerce, Management, Tourism and Services

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