Estimating the global minimum variance portfolio
Alexander Kempf; Christoph Memmel
| Year of publication: |
2006
|
|---|---|
| Authors: | Kempf, Alexander ; Memmel, Christoph |
| Published in: |
Schmalenbach business review : sbr. - Cham : Springer, ISSN 1439-2917, ZDB-ID 2000981-1. - Vol. 58.2006, 4, p. 332-348
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| Subject: | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Theorie | Theory |
| 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/10003378062