How to incorporate estimation risk into Markowitz optimization
Alexander Kempf, Klaus Kreuzberg, and Christoph Memmel
| Year of publication: |
2002
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|---|---|
| Authors: | Kempf, Alexander ; Kreuzberg, Klaus ; Memmel, Christoph |
| Published in: |
Operations research proceedings 2001 : selected papers of the International Conference on Operations Research (OR 2001) ; Duisburg, September 3-5, 2001 ; with 38 tables. - Berlin : Springer, ISBN 3-540-43344-9. - 2002, p. 175-182
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| Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Aktienindex | Stock index | G7-Staaten | G7 countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Operations research proceedings 2001 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001677508