Estimation Error in Mean Returns and the Mean-Variance Efficient Frontier
Year of publication: |
2017
|
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Authors: | Simaan, Majeed |
Other Persons: | Simaan, Yusif (contributor) ; Tang, Yi (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | CAPM | Schätztheorie | Estimation theory | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (31 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Review of Economics & Finance, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 26, 2017 erstellt |
Classification: | C13 - Estimation ; C44 - Statistical Decision Theory; Operations Research ; c46 ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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