Inference on sets in finance
Victor Chernozhukov, Emre Kocatulum and Konrad Menzel
| Year of publication: |
2015
|
|---|---|
| Authors: | Chernozhukov, Victor ; Kocatulum, Emre ; Menzel, Konrad |
| Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 6.2015, 2, p. 309-358
|
| Subject: | Hansen-Jagannathan bound | Markowitz-Fama bounds | Chetty bounds | mean-variance sets | optimization frictions | inference | confidence set | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Portfolio-Management | Portfolio selection |