Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
SFB 823 ; Taras Bodnar, Holger Dette, Nestor Parolya, Erik Thorsén
| Year of publication: |
2019
|
|---|---|
| Authors: | Bodnar, Taras ; Dette, Holger ; Parolya, Nestor ; Thorsén, Erik |
| Institutions: | Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes (issuing body) |
| Publisher: |
[Dortmund] : SFB 823 |
| Subject: | sampling distribution | optimal portfolio | parameter uncertainty | stochastic representation | high-dimensional asymptotics | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Stichprobenerhebung | Sampling | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution |
freely available
| Extent: | 1 Online-Ressource (44 Seiten, 1,43 MB) Diagramme |
|---|---|
| Series: | Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823. - Dortmund, ZDB-ID 2572745-X. - Vol. Nr. 2019, 17 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Literaturverzeichnis: Seite 34-39 |
| Other identifiers: | 10.17877/DE290R-20183 [DOI] hdl:2003/38204 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012119286