On the Markowitz meanvariance analysis of self-financing portfolios
Zhidong Bai, Huixia Liu and Wing-Keung Wong
| Year of publication: |
2009
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|---|---|
| Authors: | Bai, Zhidong ; Liu, Huixia ; Wong, Wing Keung |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 1.2009, 1, p. 35-42
|
| Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Bootstrap-Verfahren | Bootstrap approach |
| 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/10003935634