On the stability of portfolio selection models
Francesco Cesarone, Fabiomassimo Mango, Carlo Domenico Mottura, Jacopo Maria Ricci, Fabio Tardella
| Year of publication: |
2020
|
|---|---|
| Authors: | Cesarone, Francesco ; Mango, Fabiomassimo ; Mottura, Carlo D. ; Ricci, Jacopo Maria ; Tardella, Fabio |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 59.2020, p. 210-234
|
| Subject: | Estimation errors | gain-risk ratio | Portfolio optimization | Profitability analysis | Risk Parity | Stability measures | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2020.10.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012437975