On the Estimation Error in Mean-Variance Efficient Portfolio Weights
| Year of publication: |
2004
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|---|---|
| Authors: | de Roon, F.A. |
| Institutions: | Tilburg University, Center for Economic Research |
| Subject: | portfolio choice | estimation risk | mean-varyance analysis |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series CentER Discussion Paper Number 2004-106 |
| Classification: | G11 - Portfolio Choice ; G15 - International Financial Markets |
| Source: |
Persistent link: https://www.econbiz.de/10011092128