An empirical Bayes approach to efficient portfolio selection
Year of publication: |
1986
|
---|---|
Authors: | Frost, Peter A. |
Other Persons: | Savarino, James E. (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 21.1986, 3, p. 293-305
|
Subject: | Portfolio-Management | Portfolio selection |
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