Bayesian and CAPM estimators of the means : implications for portfolio selection
Philippe Jorion
| Year of publication: |
1991
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|---|---|
| Authors: | Jorion, Philippe |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 15.1991, 3, p. 717-727
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| Subject: | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | CAPM | USA | United States | 1931-1987 |
| 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/10001108341