Estimation of multiperiod expected rates of return when investment relatives are lognormally distributed
Year of publication: |
1985
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Authors: | Karson, Marvin J. ; Cheng, David C. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 3.1985, 2, p. 140-148
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Subject: | Kapitalanlage Portefeuilleplanung | Ökonometrik Schätzung |
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