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Richard C Burgess
Information about the author Richard C Burgess will soon be added to the site.
Found
3 papers
in total
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Optimal portfolios: Markowitz full covariance versus simple selection rules
1988
Two major problems faced by portfolio managers are estimating the risk and return...
Moving stochastic dominance: an alternative method for testing market efficiency
1984
The purposes of this study are: (1) to propose a more general method–moving...
Regulatory influences on portfolio performance: short selling and regulation T
1982
Several models are developed to examine the portfolio effect of short selling. Three...
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