PORTFOLIO SELECTION IN AN ECONOMY WITH MARKETABILITY AND SHORT SALES RESTRICTIONS

Authors

  • Ney O. Brito

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    • COPPE-Federal University of Rio de Janeiro. The comments of William Sharpe, Bruno H. Solnik and an unknown reviewer on earlier drafts are gratefully acknowledged. I am especially grateful for the lengthy comments and suggestions of Robert Litzenberger. The financial support of FINEP, an agency of the Brazilian Government, is also acknowledged.


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