Dominating estimators for the global minimum variance portfolio
Year of publication: |
2008 ; 2nd version: November 6, 2008
|
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Authors: | Frahm, Gabriel ; Memmel, Christoph |
Publisher: |
Köln : Univ., Seminar für Wirtschafts- und Sozialstatistik |
Extent: | 31 S. graph. Darst. |
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Series: | Discussion papers in statistics and econometrics. - Köln : Seminar f. Wirtschafts- u. Sozialstatistik, Univ. zu Köln. - Vol. 2/08 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Investition, Finanzierung |
Source: |
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