Comparison of different estimation techniques for portfolio selection
| Year of publication: |
2007
|
|---|---|
| Authors: | Okhrin, Yarema ; Schmid, Wolfgang |
| Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 91.2007, 2, p. 109-127
|
| Publisher: |
Springer |
| Subject: | Portfolio analysis | Mean-variance analysis | Estimation of portfolio weights | Shrinkage estimation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005598071