Combining equilibrium, resampling, and analysts' views in portfolio optimization
José Luis Barros Fernandes; José Renato Haas Ornelas and Oscar Augusto Martínez Cusicanqui
| Year of publication: |
2011
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| Authors: | Fernandes, José Luis Barros ; Ornelas, José Renato Haas ; Cusicanqui, Oscar Augusto Martínez |
| Published in: |
Portfolio and risk management for central banks and sovereign wealth funds : proceedings of a joint conference organised by the BIS, the ECB and the World Bank in Basel, 2 - 3 November 2010, Banking. - Basel : Bank for International Settlements, ISBN 92-9131-888-4. - 2011, p. 75-84
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| Subject: | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis | Theorie | Theory | Resampling | Resampling method |
| Extent: | graph. Darst. |
|---|---|
| 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/10009405187