On portfolio optimization : imposing the right constraints
Patrick Behr; Andre Guettler; Felix Miebs
| Year of publication: |
2013
|
|---|---|
| Authors: | Behr, Patrick ; Guettler, Andre ; Miebs, Felix |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 4, p. 1232-1242
|
| Subject: | Portfolio optimization | Shrinkage | Mean squared error | Bootstrap | Portfolio-Management | Portfolio selection | Bootstrap-Verfahren | Bootstrap approach | Mathematische Optimierung | Mathematical programming | Schätztheorie | Estimation theory |
| 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/10009719796