Estimation error in mean returns and the mean-variance efficient frontier

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Bibliographische Detailangaben
Veröffentlicht in:International review of economics & finance
1. Verfasser: Simaan, Majeed (VerfasserIn)
Weitere Verfasser: Simaan, Yusif E. (VerfasserIn), Tang, Yi (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2018
Schlagworte:
Estimation error > Investment > Multivariate analysis > Portfolio theory > Aufsatz in Zeitschrift > Kongressbeitrag
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