An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment
Year of publication: |
2012
|
---|---|
Authors: | Leung, Pui-lam ; Ng, Hon-yip ; Wong, Wing Keung |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 222.2012, 1 (1.10.), p. 85-95
|
Subject: | USA | United States | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Schätzung | Estimation |
-
Hagemeister, Meike Martina, (2010)
-
High-dimensionality in statistics and portfolio optimization
Glombek, Konstantin, (2012)
-
Portfolio-Optimierung und Beta-Bestimmung unter Verwendung impliziter Informationen
Saßning, Sven, (2012)
- More ...
-
Leung, Pui-lam, (2010)
-
Leung, Pui-lam, (2016)
-
Leung, Pui-Lam, (2012)
- More ...