Sharpe style analysis in the MSCI sector portfolios: a Monte Carlo integration approach
George A. Christodoulakis
| Year of publication: |
2005
|
|---|---|
| Authors: | Christodoulakis, George A. |
| Published in: |
Linear factor models in finance. - Amsterdam : Elsevier Butterworth-Heinemann, ISBN 978-0-7506-6006-8. - 2005, p. 83-94
|
| Subject: | Bayes-Statistik | Bayesian inference | Entscheidungstheorie | Decision theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10003304030