Multi-Asset Portfolio Optimization and Out-of-Sample Performance : An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches
Year of publication: |
2014
|
---|---|
Authors: | Bessler, Wolfgang |
Other Persons: | Opfer, Heiko (contributor) ; Wolff, Dominik (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | CAPM | Schätzung | Estimation | Theorie | Theory | Diversifikation | Diversification |
Extent: | 1 Online-Ressource (48 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: European Journal of Finance, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2081636 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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