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  • Search: subject:"Bayes-Stein estimator"
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Year of publication
Subject
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Bayes-Stein estimator 3 Asset allocation 2 CAPM estimator 2 James-Stein estimator 2 Minimum-variance estimator 2 Naive diversification 2 Out-ofsample performance 2 Risk function 2 Shrinkage estimation 2 1986-1989 1 Australia 1 Australien 1 Capital mobility 1 Hedging 1 Kapitalmobilität 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risk 1
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Online availability
All
Free 2
Type of publication
All
Book / Working Paper 2 Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1 Working Paper 1
Language
All
English 3
Author
All
Frahm, Gabriel 2 Izan, H. Y. 1 Jalleh, B. R. 1 Ong, Li Lian 1
Institution
All
Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät 1
Published in...
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Australian journal of management 1 Discussion Papers in Econometrics and Statistics 1 Discussion Papers in Statistics and Econometrics 1
Source
All
ECONIS (ZBW) 1 EconStor 1 RePEc 1
Showing 1 - 3 of 3
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An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation
Frahm, Gabriel - 2010
frequently advocated in the literature, viz the sample mean vector, the James-Stein and Bayes-Stein estimator, the minimum …
Persistent link: https://www.econbiz.de/10010304612
Saved in:
Cover Image
An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation
Frahm, Gabriel - Seminar für Wirtschafts- und Sozialstatistik, … - 2010
frequently advocated in the literature, viz the sample mean vector, the James-Stein and Bayes-Stein estimator, the minimum …
Persistent link: https://www.econbiz.de/10009019644
Saved in:
Cover Image
International diversification and estimation risk : Australian evidence
Izan, H. Y. - In: Australian journal of management 16 (1991) 1, pp. 73-90
Persistent link: https://www.econbiz.de/10001119086
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