Noise Fit, Estimation Error and a Sharpe Information Criterion
Year of publication: |
2016
|
---|---|
Authors: | Paulsen, Dirk |
Other Persons: | Söhl, Jakob (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Statistischer Fehler | Statistical error |
Extent: | 1 Online-Ressource (48 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 19, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2735087 [DOI] |
Classification: | C13 - Estimation ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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