Estimation error in mean returns and the mean-variance efficient frontier
Year of publication: |
2018
|
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Authors: | Simaan, Majeed ; Simaan, Yusif E. ; Tang, Yi |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 56.2018, p. 109-124
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Subject: | Estimation error | Investment | Multivariate analysis | Portfolio theory | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | CAPM | Multivariate Analyse | Börsenkurs | Share price |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Konferenzbeitrag ; Conference paper |
Language: | English |
Other identifiers: | 10.1016/j.iref.2017.10.019 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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