Covariance complexity and rates of return on assets
Year of publication: |
2007
|
---|---|
Authors: | MacLean, Leonard C. ; Foster, Michael E. ; Ziemba, William T. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 11, p. 3503-3523
|
Subject: | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Korrelation | Correlation | Kapitaleinkommen | Capital income |
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