Portfolio construction by mitigating error amplification : the bounded-noise portfolio
Long Zhao, Deepayan Chakrabarti, Kumar Muthuraman
| Year of publication: |
2019
|
|---|---|
| Authors: | Zhao, Long ; Chakrabarti, Deepayan ; Muthuraman, Kumar |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 67.2019, 4, p. 965-983
|
| Subject: | portfolio choice | estimation error | Portfolio-Management | Portfolio selection | Statistischer Fehler | Statistical error | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2019.1858 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012062850