Flexible shrinkage in portfolio selection
Vasyl Golosnoy; Yarema Okhrin
| Year of publication: |
2009
|
|---|---|
| Authors: | Golosnoy, Vasyl ; Okhrin, Yarema |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 33.2009, 2, p. 317-328
|
| Subject: | Portfolio-Management | Portfolio selection |
| 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/10003810037