Statistical inference procedure for the mean–variance efficient frontier with estimated parameters
| Year of publication: |
2009
|
|---|---|
| Authors: | Bodnar, Olha ; Bodnar, Taras |
| Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 93.2009, 3, p. 295-306
|
| Publisher: |
Springer |
| Subject: | Mean–variance analysis | Efficient frontier | Multivariate test | Parameter uncertainty | Exact distribution |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005014991