A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Constructed Using Estimated Inputs1
Year of publication: |
April 2004
|
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Authors: | Basak, Gopal K. |
Other Persons: | Jagannathan, Ravi (contributor) ; Ma, Tongshu (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource |
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Series: | NBER working paper series ; no. w10447 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w10447 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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