Comparison of different estimation techniques for portfolio selection
Yarema Okhrin; Wolfgang Schmid
| Year of publication: |
2007
|
|---|---|
| Authors: | Okhrin, Yarema ; Schmid, Wolfgang |
| Published in: |
Advances in statistical analysis : AStA ; a journal of the German Statistical Society. - Berlin : Springer, ISSN 1863-8171, ZDB-ID 2277258-3. - Vol. 91.2007, 2, p. 109-127
|
| Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Varianzanalyse | Analysis of variance | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003525357