Improved estimation for Markowitz portfolios using James-Stein type estimators
J. D. Jobson; B. Korkie; V. Ratti
| Year of publication: |
1979
|
|---|---|
| Authors: | Jobson, J. D. ; Korkie, B. ; Ratti, V. |
| Published in: |
Proceedings of the Business and Economic Statistics Section / American Statistical Association : papers presented at the annual meeting of the American Statistical Association, ... under the sponsorship of the Business and Economic Statistics Section. - Alexandria, Va. : Assoc., ISSN 0066-0736, ZDB-ID 209119-7. - 1979, p. 279-284
|
| Subject: | Portfolio-Theorie |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003590134