Autocorrelation, investment horizon and efficient frontier composition / BEBR No. 528

Gilster, John E.

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https://hdl.handle.net/2142/27598 Copy

Description

Title

Autocorrelation, investment horizon and efficient frontier composition / BEBR No. 528

Author(s)

Gilster, John E.

Contributor(s)

University of Illinois at Urbana-Champaign. College of Commerce and Business Administration

Issue Date

Nov 14 1978

Keyword(s)

• Investments.
• Autocorrelation (Statistics)

Publisher

[Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign,

Series/Report Name or Number

Faculty working papers ; no. 528

Type of Resource

text

Language

eng

Permalink

http://hdl.handle.net/2142/27598

Has Version(s)

• http://hdl.handle.net/10111/UIUCOCA:autocorrelationi528gils
• http://www.archive.org/details/autocorrelationi528gils

Copyright and License Information

• In copyright. Digitized with permission of the University of Illinois Board of Trustees. Contact digicc@library.illinois.edu for information.
• Copyright Nov 14 1978 Board of Trustees University of Illinois.

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