Maximizing excess return per unit variance : a novel investment management objective
Paskalis Glabadanidis
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Glabadanidis, Paskalis |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 17.2016, 7, p. 486-501
|
| Subject: | risk premia | tracking error | active return | tangent portfolio weights | minimum variance portfolio weights | factor models of expected returns | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Theorie | Theory | CAPM | Risikoprämie | Risk premium | Varianzanalyse | Analysis of variance | Prognoseverfahren | Forecasting model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/jam.2016.11 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011648208