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Details of the Project


Project Title Portfolio analysis: short selling, mean-variance spanning and international diversification.
Program Standard Research Grants
Fiscal Year 2000
Competition Year 1999
Applicant Kwan, Clarence
Organization and Province McMaster University, Ontario
Amount Received $10,493.00
Discipline Management, Business, Administrative Studies
Area of Research Financial and Monetary Systems
Co-applicant
(at time of application)
Cheung, C. Sherman
Keywords investments, short selling, asset pricing, closed-end funds.

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