Analysing the information embedded in the optimal mean-variance weights : CAPM versus Bamberg and Dorfleitner model
Maria-Teresa Bosch-Badia, Joan Montllor-Serrats, Maria-Antonia Tarrazon-Rodon
| Year of publication: |
October 2017
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|---|---|
| Authors: | Bosch-Badia, Maria-Teresa ; Montllor i Serrats, Joan ; Tarrazón Rodón, María-Antonia |
| Published in: |
Review of managerial science. - Berlin : Springer, ISSN 1863-6683, ZDB-ID 2296460-5. - Vol. 11.2017, 4, p. 789-814
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| Subject: | Portfolio optimisation | Inverse covariance matrix | Performance analysis | CAPM | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Mathematische Optimierung | Mathematical programming | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11846-016-0205-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011722001