Modeling manager confidence in forecasted excess returns under active portfolio management
John Birge; Luis Chavez-Bedoya
| Year of publication: |
2014
|
|---|---|
| Authors: | Birge, John R. ; Chávez-Bedoya, Luis |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 15.2014, 6, p. 353-365
|
| Subject: | active portfolio management | generalized hyperbolic distribution | normal Inverse Gaussian distribution | estimation risk | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | Theorie | Theory | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model |
| 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://www.econbiz.de/10010476259