The econometrics of efficient portfolios
C. Gourieroux; A. Monfort
| Year of publication: |
2005
|
|---|---|
| Authors: | Gouriéroux, Christian ; Monfort, Alain |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 12.2005, 1, p. 1-41
|
| Subject: | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility | Theorie | Theory | Risikomaß | Risk measure |
| 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/10002642993