The generalized Stein, Rubinstein covariance formula and its application to estimate real systematic risk
K. C. John Wei and Cheng F. Lee
| Year of publication: |
1988
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|---|---|
| Authors: | Wei, K. C. John |
| Other Persons: | Lee, Cheng F. (contributor) |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 34.1988, 10, p. 1266-1270
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| Subject: | CAPM | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Theorie | Theory |
| 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/10001060062