WHEN WILL MEAN-VARIANCE EFFICIENT PORTFOLIOS BE WELL DIVERSIFIED?

R.C. Green and Burton Hollifield ()

GSIA Working Papers from Carnegie Mellon University, Tepper School of Business

Keywords: portfolios; risk; pricing (search for similar items in EconPapers)
Date: 1990

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Journal Article: When Will Mean-Variance Efficient Portfolios Be Well Diversified? (1992)
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