Portfolio optimization using forward-looking information
Year of publication: |
2015
|
---|---|
Authors: | Kempf, Alexander ; Korn, Olaf ; Saßning, Sven |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 19.2015, 1, p. 467-490
|
Subject: | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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