Portfolio efficiency of univariate time series models empirical evidence on Finnish and Swedish stock data

Portfolio efficiency of univariate time series models empirical evidence on Finnish and Swedish stock data

datePublished

• 1988

description

• kuvitettu

identifier

• propertyID: FI-FENNI value: 90782
• propertyID: FI-MELINDA value: 000997707
• propertyID: skl value: fx90782

isbn

• 9516495036

isPartOf

• Fennica
• Memo-stencil / Åbo Akademi. Företagsekonomiska institutionen. Undervisningsmaterial

name

• Portfolio efficiency of univariate time series models empirical evidence on Finnish and Swedish stock data

numberOfPages

• [2] s., 24, [1] lehteä

P60048

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

P60050

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

publication

• location: Åbo organizer: Åbo akademi

publisher

• Åbo akademi