A linear model for tracking error minimization
Markus Rudolf ; Hans-Jürgen Wolter ; Heinz Zimmermann
| Year of publication: |
1999
|
|---|---|
| Authors: | Rudolf, Markus |
| Other Persons: | Wolter, Hans-Jürgen (contributor) ; Zimmermann, Heinz (contributor) |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 23.1999, 1, p. 85-103
|
| Subject: | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Prognoseverfahren | Forecasting model | USA | United States | Japan | Großbritannien | United Kingdom | Deutschland | Germany | Frankreich | France | Schweiz | Switzerland | 1987-1996 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001253534