Parameter Uncertainty in Asset Allocation
Year of publication: |
2012
|
---|---|
Authors: | Harvey, Campbell R. ; Liechty, John C. ; Liechty, Merrill W. |
Published in: |
The Oxford handbook of quantitative asset management. - Oxford : Oxford University Press, ISBN 978-0-19-174408-2. - 2012
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty |
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