PORTFOLIO EFFICIENCY ANALYSIS IN THREE MOMENTS: THE MULTIPERIOD CASE

Fred D. Arditti^*, Haim Levy

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

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@article{d59c79fd8634476aa1dd71b940b43b74,

title = "PORTFOLIO EFFICIENCY ANALYSIS IN THREE MOMENTS: THE MULTIPERIOD CASE",

author = "Arditti, \{Fred D.\} and Haim Levy",

year = "1975",

month = jun,

doi = "10.1111/j.1540-6261.1975.tb01851.x",

language = "אנגלית",

volume = "30",

pages = "797--809",

journal = "Journal of Finance",

issn = "0022-1082",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "3",

}

TY - JOUR

T1 - PORTFOLIO EFFICIENCY ANALYSIS IN THREE MOMENTS

T2 - THE MULTIPERIOD CASE

AU - Arditti, Fred D.

AU - Levy, Haim

PY - 1975/6

Y1 - 1975/6

UR - https://www.scopus.com/pages/publications/73449123346

U2 - 10.1111/j.1540-6261.1975.tb01851.x

DO - 10.1111/j.1540-6261.1975.tb01851.x

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AN - SCOPUS:73449123346

SN - 0022-1082

VL - 30

SP - 797

EP - 809

JO - Journal of Finance

JF - Journal of Finance

IS - 3

ER -