Theoretical and empirical estimates of mean-variance portfolop sensitivity
Andrej Palczewski; Jan Palczewski
| Year of publication: |
2014
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|---|---|
| Authors: | Palczewski, Andrej ; Palczewski, Jan |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 234.2014, 2 (1.4.), p. 402-410
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| Subject: | Investment analysis | Asset allocation | Mean-variance portfolio | Estimation error | Bootstrap | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Schätzung | Estimation | CAPM | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis |
| 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://ebvufind01.dmz1.zbw.eu/10010356745