Stein and CAPM estimators of the means in asset allocation
Robert R. Grauer and Nils H. Hakansson
| Year of publication: |
1995
|
|---|---|
| Authors: | Grauer, Robert R. |
| Other Persons: | Hakansson, Nils Hemming (contributor) |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 4.1995, 1, p. 35-66
|
| Subject: | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory | Schätzung | Estimation | USA | United States | Kanada | Canada | Frankreich | France | Deutschland | Germany | Japan | Niederlande | Netherlands | Schweiz | Switzerland | Großbritannien | United Kingdom | 1960-1988 | 1934-1986 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001201560