Distributional properties of portfolio weights
Year of publication: |
2006
|
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Authors: | Okhrin, Yarema ; Schmid, Wolfgang |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 134.2006, 1, p. 235-256
|
Subject: | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility | CAPM | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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