Time diversification and estimation risk : a bootstrap approach
[Mattias Persson]
| Year of publication: |
2001
|
|---|---|
| Authors: | Persson, Mattias |
| Published in: |
Portfolio selection and the analysis of risk and time diversification. - Lund : Lund Univ.. - 2001, p. 67-92
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturverz. S. 90 - 92 In: Portfolio selection and the analysis of risk and time diversification |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001602099