Efficiently combining multiple sources of alpha
Jose Menchero and Jyh-Huei Lee
| Year of publication: |
2015
|
|---|---|
| Authors: | Menchero, Jose ; Lee, Jyh-Huei |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 13.2015, 4, p. 71-86
|
| Subject: | Portfolio construction | alpha estimation | mean-variance optimization | Portfolio-Management | Portfolio selection | Theorie | Theory | Schätzung | Estimation | 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/10011640362