Statistical inference of the efficient frontier under autocorrelated asset returns
Taras Bodnar/Wolfgang Schmid/Taras Zabolotskyy. Department of Economics, European University Viadrina
| Year of publication: |
2006
|
|---|---|
| Authors: | Bodnar, Taras ; Schmid, Wolfgang ; Zabolotskyy, Taras |
| Publisher: |
Frankfurt (Oder) : Univ., Dep. of Economics |
| Extent: | 24 S. 21 cm |
|---|---|
| Series: | Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series. - Frankfurt (Oder) : Europa-Universität Viadrina. - Vol. 2006,8 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 20 - 24 |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://www.econbiz.de/10004885488