Optimal portfolio strategies given perfect information : empirical evidence on thin stock markets

Optimal portfolio strategies given perfect information : empirical evidence on thin stock markets

datePublished

• 1991

identifier

• propertyID: FI-FENNI value: 240122
• propertyID: FI-MELINDA value: 000989772
• propertyID: skl value: fx240122

isbn

• 951649921X

isPartOf

• Fennica
• Memo-stencil / Åbo akademi. Företagsekonomiska institutionen, Preliminära forskningsrapporter

name

• Optimal portfolio strategies given perfect information : empirical evidence on thin stock markets

numberOfPages

• 14, [2] lehteä

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Åbo organizer: Åbo akademi

publisher

• Åbo akademi