Reduction of estimation risk in optimal portfolio choice using redundant constraints
Luis Chavez-Bedoya, Francisco Rosales
| Year of publication: |
2021
|
|---|---|
| Authors: | Chávez-Bedoya, Luis ; Rosales, Francisco |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 78.2021, p. 1-21
|
| Subject: | Active portfolio management | Estimation risk | Global minimum-variance portfolio | Orthogonal portfolios | Portfolio optimization | Zero-investment portfolio | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Portfolio-Investition | Foreign portfolio investment | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101930 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013255695