Portfolio optimization using forward-looking information
Alexander Kempf, Olaf Korn and Sven Saßning
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011342794