Muller, C. (2016). The implications of forcing beta from one down towards beta neutrality on key risk and return and other measures in long only mean variance efficient equity portfolios. University of Pretoria.
Successfully copied to clipboard
Copying to clipboard failed
Chicago Style (17th ed.) Citation
Muller, Chris. The Implications of Forcing Beta from One Down Towards Beta Neutrality on Key Risk and Return and Other Measures in Long Only Mean Variance Efficient Equity Portfolios. University of Pretoria, 2016.
Successfully copied to clipboard
Copying to clipboard failed
MLA (9th ed.) Citation
Muller, Chris. The Implications of Forcing Beta from One Down Towards Beta Neutrality on Key Risk and Return and Other Measures in Long Only Mean Variance Efficient Equity Portfolios. University of Pretoria, 2016.
Successfully copied to clipboard
Copying to clipboard failed
Warning: These citations may not always be 100% accurate.