Statistical inference of the efficient frontier for dependent asset returns
Taras Bodnar; Wolfgang Schmid; Taras Zabolotskyy
| Year of publication: |
2009
|
|---|---|
| Authors: | Bodnar, Taras ; Schmid, Wolfgang ; Zabolotskyy, Taras |
| Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 50.2009, 3, p. 593-604
|
| Subject: | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Varianzanalyse | Analysis of variance | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003844054