Stabilität von Diversifikationseffekten im Markowitz-Modell
| Year of publication: |
2011
|
|---|---|
| Authors: | Bissantz, Nicolai ; Steinorth, Verena ; Ziggel, Daniel |
| Published in: |
AStA Wirtschafts- und Sozialstatistisches Archiv. - Springer. - Vol. 5.2011, 2, p. 145-157
|
| Publisher: |
Springer |
| Subject: | Modellwahl | Portfoliooptimierung | Risikomanagement | Model selection | Portfolio optimization | Risk management |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009324609