Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice
A. D. Hall, S. E. Satchell and P. J. Spence
| Year of publication: |
2015
|
|---|---|
| Authors: | Hall, Anthony D. ; Satchell, Stephen ; Spence, P. J. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 43/45, p. 4801-4813
|
| Subject: | portfolio choice | inequality constraints | parameter uncertainty | hedge funds | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Hedgefonds | Hedge fund | Einkommensverteilung | Income distribution | Anlageverhalten | Behavioural finance |
| 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/10011380850