Portfolio choice and estimation risk : a comparison of Bayesian approaches to resampled efficiency
Ulf Herold ; Raimond Maurer
| Year of publication: |
2002
|
|---|---|
| Authors: | Herold, Ulf ; Maurer, Raimond |
| Publisher: |
Frankfurt am Main |
| Subject: | Portfolio Selection | Risikoanalyse |
| Extent: | 32 S. : graph. Darst. |
|---|---|
| Series: | Working paper series / Johann-Wolfgang-Goethe-Universität Frankfurt am Main, Fachbereich Wirtschafswissenschaften / Finance & accounting. - Frankfurt am Main, ISSN 1434-3401. - Vol. 94 |
| Type of publication: | Book / Working Paper |
| Language: | German |
| Notes: | Literaturverz. S. 20 - 22 Auch u.d.T.:Internetausg.: http://www.finance.uni-frankfurt.de/schmidt/WPs/wp/wp94.pdf |
| Classification: | Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004713360