Divergent estimation error in portfolio optimization and in linear regression
| Year of publication: |
2008
|
|---|---|
| Authors: | Kondor, I. ; Varga-Haszonits, I. |
| Published in: |
The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 64.2008, 3, p. 601-605
|
| Publisher: |
Springer |
| Subject: | 02.50.Tt Inference methods | 05.40.-a Fluctuation phenomena | random processes | noise | and Brownian motion | 89.65.Gh Economics | econophysics | financial markets | business and management |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009280112