Minimum variance portfolios in the German stock market
Year of publication: |
February 2017
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Authors: | Bastin, Jan |
Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 26.2017, 1, p. 103-120
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Subject: | minimum variance portfolio | German stock market | CDAX index | risk minimization returns | Theorie | Theory | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Deutschland | Germany | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Varianzanalyse | Analysis of variance |
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