Mean-variance vs. full-scale optimization : broad evidence for the UK
Year of publication: |
2008 ; Rev.
|
---|---|
Authors: | Hagströmer, Björn ; Anderson, Richard G. ; Binner, Jane M. ; Elger, Thomas ; Nilsson, Birger |
Publisher: |
St. Louis, Mo. : Federal Reserve Bank of St. Louis, Research Division |
Subject: | Portfolio-Management | Portfolio selection | Nutzentheorie | Utility theory | Mathematische Optimierung | Mathematical programming | Großbritannien | United Kingdom |
Extent: | Online-Ressource (31 S.) graph. Darst. |
---|---|
Series: | Working paper. - Saint Louis, Mo., ZDB-ID 2135914-3. - Vol. 2007,016 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Mean-variance versus full-scale optimization : broad evidence for the UK
Hagströmer, Björn, (2008)
-
Mean-variance vs. full-scale optimization : broad evidence for the UK
Hagströmer, Björn, (2007)
-
Portfolio optimization and performance analysis
Prigent, Jean-Luc, (2007)
- More ...
-
Mean-variance versus full-scale optimization : broad evidence for the UK
Hagströmer, Björn, (2008)
-
Mean-variance vs. full-scale optimization : broad evidence for the UK
Hagströmer, Björn, (2007)
-
Mean-Variance vs. Full-Scale Optimization : Broad Evidence for the UK
Hagströmer, Björn, (2008)
- More ...