In defense of portfolio optimization : what if we can forecast?
David Allen, Colin Lizieri, and Stephen Satchell
| Year of publication: |
2019
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|---|---|
| Authors: | Allen, David ; Lizieri, Colin ; Satchell, Stephen |
| Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 75.2019, 3, p. 20-38
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| Subject: | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/0015198X.2019.1600958 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012195894