Performance of portfolios optimized with estimation error
Year of publication: |
2007
|
---|---|
Authors: | Siegel, Andrew F. ; Woodgate, Artemiza |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 53.2007, 6, p. 1005-1015
|
Subject: | Portfolio-Management | Portfolio selection | Kointegration | Cointegration | Operations Research | Operations research |
-
Stern, Zvi, (2008)
-
Tracking error : a multistage portfolio model
Barro, Diana, (2009)
-
Who values the status of the entrepreneur?
Praag, Mirjam van, (2009)
- More ...
-
How much error is in the tracking error? : the impact of estimation risk on fund tracking error
Woodgate, Artemiza, (2015)
-
Performance of Portfolios Optimized with Estimation Error
Siegel, Andrew F., (2007)
-
Performance of Portfolios Optimized with Estimation Error
Siegel, Andrew F., (2007)
- More ...