Portfolios in the Ibex 35 before and after the Global Financial Crisis
Year of publication: |
Aug 2016
|
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Authors: | Adame, Víctor M. ; Fernández Rodríguez, Fernando ; Sosvilla-Rivero, Simón |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 40/42, p. 3826-3847
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Subject: | Finance: portfolio choice | investment decisions | econometrics | minimum-variance portfolios | robust statistics | out-of-sample performance | Portfolio-Management | Portfolio selection | Finanzkrise | Financial crisis | Investitionsentscheidung | Investment decision | Robustes Verfahren | Robust statistics |
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