Parameter Uncertainty in Asset Allocation
Campbell R. Harvey, John C. Liechty, Merrill W. Liechty
| Year of publication: |
2012
|
|---|---|
| Authors: | Harvey, Campbell R. ; Liechty, John C. ; Liechty, Merrill W. |
| Published in: |
The Oxford handbook of quantitative asset management. - Oxford : Oxford University Press, ISBN 978-0-19-174408-2. - 2012
|
| Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1093/oxfordhb/9780199553433.013.0013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012882309