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
Erscheint auch als (Druck-Ausgabe):
Bodnar, Taras *1979-*. Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions. - Dortmund : SFB 823, 2019. - 39 Seiten
Persistent link: https://www.econbiz.de/10012119286