Showing 1 - 10 of 9,487
In this paper, we build estimation error in mean returns into the mean-variance (MV) portfolio theory under the assumption that returns on individual assets follow a joint normal distribution. We derive the conditional sampling distribution of the MV portfolio along with its mean and risk return...
Persistent link: https://www.econbiz.de/10012972754
Persistent link: https://www.econbiz.de/10010476259
Persistent link: https://www.econbiz.de/10012424559
Persistent link: https://www.econbiz.de/10012058851
Persistent link: https://www.econbiz.de/10015359110
Persistent link: https://www.econbiz.de/10009507854
Persistent link: https://www.econbiz.de/10010413851
Persistent link: https://www.econbiz.de/10011632567
Persistent link: https://www.econbiz.de/10012194656
Persistent link: https://www.econbiz.de/10012585880