A stability approach to mean-variance optimization
Apostolos Kourtis
| Year of publication: |
2015
|
|---|---|
| Authors: | Kourtis, Apostolos |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 50.2015, 3, p. 301-330
|
| Subject: | portfolio choice | stability | estimation risk | transaction costs | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Theorie | Theory | Risiko | Risk |
| 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/10011338156