Covariance complexity and rates of return on assets
Leonard C. MacLean; Michael E. Foster; William T. Ziemba
| Year of publication: |
2007
|
|---|---|
| Authors: | MacLean, Leonard C. ; Foster, Michael E. ; Ziemba, William T. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 11, p. 3503-3523
|
| Subject: | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Korrelation | Correlation | Kapitaleinkommen | Capital income |
| 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/10003577517