Assessing estimation error in a tracking error variance minimisation framework
Year of publication: |
1998
|
---|---|
Authors: | Walsh, David M. ; Walsh, Kathleen D. ; Evans, John P. |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 6.1998, 1/2, p. 175-192
|
Subject: | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Theorie | Theory | Australien | Australia | 1989-1995 |
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