Multi-index models using simultaneous estimation of all parameters
Edwin J. Elton; Martin Gruber
| Year of publication: |
[1992]
|
|---|---|
| Authors: | Elton, Edwin J. ; Gruber, Martin Jay |
| Publisher: |
[New York, NY] |
| Subject: | Portfolio-Management | Portfolio selection | Mehrgleichungsmodell | Multiple equation model | Theorie | Theory |
| Extent: | [14 Bl.] |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000935016