Article citationsMore>>

M. Britten-Jones, “The Sampling Error in Estimates of Mean-Variance Efficient Portfolio Weights”. Journal of Finance, Vol. 54, No. 2, 1999, pp. 655-672. doi:10.1111/0022-1082.00120

has been cited by the following article:

Follow SCIRP
Twitter Facebook Linkedin Weibo
Contact us
Free SCIRP Newsletters
Copyright © 2006-2021 Scientific Research Publishing Inc. All Rights Reserved.