Testing the efficiency of given portfolios using robust and multivariate methods
Mikael Lindén ; Antti Suoperä
| Year of publication: |
1991
|
|---|---|
| Authors: | Lindén, Mikael ; Suoperä, Antti |
| Publisher: |
Helsinki |
| Subject: | Portfolio-Management | Portfolio selection | Statistische Methodenlehre | Statistical theory | Theorie | Theory | CAPM | Robustes Verfahren | Robust statistics | Multivariate Analyse | Multivariate analysis |
| Extent: | 19 S. : graph.Darst |
|---|---|
| Series: | Discussion papers / Department of Economics, University of Helsinki. - Helsinki : [Verlag nicht ermittelbar], ISSN 0782-8500, ZDB-ID 2477940-4. - Vol. 310 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 951-45-5746-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000817251