Disentangling the role of variance and covariance information in portfolio selection problems
André A.P. Santos
| Year of publication: |
2019
|
|---|---|
| Authors: | Santos, André A. P. |
| Subject: | Inverse covariance matrix | Minimum variance portfolio | Reward-to-risk timing | Tangency portfolio | Volatility timing | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Theorie | Theory | Korrelation | Correlation | Varianzanalyse | Analysis of variance |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2018.1465197 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194620