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Search: subject:"CAPM estimator"
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Asset allocation
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Bayes-Stein estimator
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An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation
Frahm, Gabriel
-
2010
-variance estimator, and the
CAPM
estimator
. I resolve the question why it is meaningful to study the risk function in the context of …
Persistent link: https://www.econbiz.de/10010304612
Saved in:
2
An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation
Frahm, Gabriel
-
Seminar für Wirtschafts- und Sozialstatistik, …
-
2010
-variance estimator, and the
CAPM
estimator
. I resolve the question why it is meaningful to study the risk function in the context of …
Persistent link: https://www.econbiz.de/10009019644
Saved in:
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