Sample tangency portfolio, representativeness , and ambiguity : impact of the law of small numbers
Ghislain Yanou
| Year of publication: |
2012
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|---|---|
| Authors: | Yanou, Ghislain |
| Published in: |
Risk management and corporate governance. - New York, N.Y. [u.a.] : Routledge, ISBN 978-0-415-87970-5. - 2012, p. 194-238
|
| Subject: | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Risikoaversion | Risk aversion | Nutzenfunktion | Utility function | Korrelation | Correlation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009505342