Assessing estimation error in a tracking error variance minimisation framework
by David M. Walsh; Kathleen D. Walsh & John P. Evans
| Year of publication: |
1997
|
|---|---|
| Authors: | Walsh, David M. |
| Other Persons: | Walsh, Kathleen (contributor) ; Evans, John P. (contributor) |
| Publisher: |
Perth : School of Economics and Finance |
| Subject: | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Theorie | Theory | Australien | Australia | 1989-1995 |
| Extent: | 29, IX S |
|---|---|
| Series: | Working paper series / School of Economics and Finance, Curtin University of Technology. - Perth : [Verlag nicht ermittelbar], ISSN 1035-901X, ZDB-ID 2158419-9. - Vol. 97.06 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 26 - 29 |
| ISBN: | 1-86342-538-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000961886