Jackknife estimator for tracking error variance of optimal portfolios
Gopal K. Basak; Ravi Jagannathan; Tongshu Ma
| Year of publication: |
2009
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|---|---|
| Authors: | Basak, Gopal Krishna ; Jagannathan, Ravi ; Ma, Tongshu |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 55.2009, 6, p. 990-1002
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| Subject: | Resampling | Resampling method | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Schätzung | Estimation | USA | United States |
| 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://www.econbiz.de/10003865939