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Prediction of Return with the Minimum Variance Zero Beta Portfolio

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Resource type
Journal Article
Author/contributor
Title
Prediction of Return with the Minimum Variance Zero Beta Portfolio
Publication
Journal of Financial Economics
Volume
2
Issue
4
Pages
361-376
Date
1975
DOI
10.1016/0304-405X(75)90010-0
URL
http://www.sciencedirect.com/science/article/pii/0304-405X(75)90010-0
Citation
Morgan, I. G. (1975). Prediction of Return with the Minimum Variance Zero Beta Portfolio. Journal of Financial Economics, 2, 361–376.
Journals
Link to this record
https://phds.io/papers/J2WKIV2P