The mean-variance model with capital controls and expectations formation. A test on German portfolio data

Author: Jansen W. Jos  

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.8, Iss.4, 1998-08, pp. : 333-346

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract