An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment
Pui-Lam Leung; Hon-Yip Ng; Wing-Keung Wong
| Year of publication: |
2012
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|---|---|
| Authors: | Leung, Pui-lam ; Ng, Hon-yip ; Wong, Wing Keung |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 222.2012, 1 (1.10.), p. 85-95
|
| Subject: | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Schätzung | Estimation | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10009569579