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~accessRights:"free"
~subject:"Weight Estimation"
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Weight Estimation
estimation risk
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On the estimation of the global minimum variance portfolio
Kempf, Alexander
;
Memmel, Christoph
-
Institut für Finanzmarktforschung, Wirtschafts- und …
-
2005
distributions allows us to calculate the extent of the
estimation
risk
an investor faces and to answer important questions in asset …
Persistent link: https://www.econbiz.de/10010957206
Saved in:
2
On the estimation of the global minimum variance portfolio
Kempf, Alexander
;
Memmel, Christoph
-
2005
distributions allows us to calculate the extent of the
estimation
risk
an investor faces and to answer important questions in asset …
Persistent link: https://www.econbiz.de/10010308682
Saved in:
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