Combining the minimum-variance and equally-weighted portfolios : can portfolio performance be improved?
Chonghui Jiang, Jiangze Du, Yunbi An
| Year of publication: |
2019
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|---|---|
| Authors: | Jiang, Chonghui ; Du, Jiangze ; An, Yunbi |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 80.2019, p. 260-274
|
| Subject: | Equally-weighted portfolio | Estimation errors | Minimum-variance portfolio | Portfolio performance | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2018.11.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012200533