THE CHARPIN–LACAZE RESPONSE TO C. C. Y. KWAN'S PAPER "LONG-SHORT PORTFOLIO MODELING: CRITIQUE AND EXTENSION"

DOI10.1142/S0219024904002293zbMATH Open1119.91321MaRDI QIDQ5696884

Dominique Lacaze, Françoise Charpin

Publication date: 19 October 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

equity long-short strategies

Mathematics Subject Classification ID

Cites Work

• THE EFFICIENT FRONTIER OF LONG-SHORT PORTFOLIOS

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