Mean-variance versus full-scale optimization : broad evidence for the UK
by Björn Hagströmer; Richard G. Anderson; Jane M. Binner and Thomas Elger; Birger Nilsson
| Year of publication: |
2008
|
|---|---|
| Authors: | Hagströmer, Björn ; Anderson, Richard G. ; Binner, Jane M. ; Elger, Thomas ; Nilsson, Birger |
| Published in: |
Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group. - Oxford [u.a.] : Wiley-Blackwell, ZDB-ID 1084799-6. - Vol. 76.2008, p. 134-156
|
| Subject: | Portfolio-Management | Portfolio selection | Nutzentheorie | Utility theory | Mathematische Optimierung | Mathematical programming | Großbritannien | United Kingdom |
| 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/10003752745