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: |
2016
|
---|---|
Authors: | Leung, Pui-lam |
Other Persons: | Ng, Hon-Yip (contributor) ; Wong, Wing-Keung (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | USA | United States | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Schätzung | Estimation |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 19, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.1968889 [DOI] |
Classification: | G11 - Portfolio Choice ; C13 - Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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