A portfolio approach to estimating the average correlation coefficient for the constant correlation model
Year of publication: |
1989
|
---|---|
Authors: | Aneja, Yash P. ; Chandra, Ramesh ; Gunay, Erdal |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 44.1989, 5, p. 1435-1438
|
Subject: | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Theorie | Theory |
-
Quantitative Verfahren im Finanzmarktbereich
Schröder, Michael, (1996)
-
Schätzrisiken in der Portfoliotheorie : Auswirkungen und Möglichkeiten der Reduktion
Memmel, Christoph, (2004)
-
Herold, Ulf, (2004)
- More ...
-
Aneja, Yash P, (1989)
-
Li, Xiangyong, (2011)
-
Li, Xiangyong, (2010)
- More ...