On the estimation of the global minimum variance portfolio
A. Kempf ; C. Memmel
| Year of publication: |
2005
|
|---|---|
| Authors: | Kempf, Alexander ; Memmel, Christoph |
| Publisher: |
Cologne |
| Subject: | Finanzierung | Minimum-Varianz-Portfolio | Bewertung |
| Extent: | 27 S. |
|---|---|
| Series: | CFR working paper. - Köln. - Vol. 05,02 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Zsfass. in dt. Sprache |
| Classification: | Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004880896