About a way of estimation of weights situated on variance ellipse and method of determination of kind of surface on which portfolio weights are located
Henryk Kowgier
| Year of publication: |
2010
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|---|---|
| Authors: | Kowgier, Henryk |
| Published in: |
Baltic Business and Socio-Economic Development 2007 : 3rd International Conference Tallinn, Estonia, June 17-19, 2007. - Berlin : Berliner Wissenschafts-Verl., ISBN 978-3-8305-1388-9. - 2010, p. 1015-1025
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| Subject: | Portfolio-Management | Portfolio selection | Varianzanalyse | Analysis of variance | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003946934