Portfolio Management: An investigation of the implications of measurement errors in stock prices on the creation, management and evaluation of stock portfolios, using stochastic simulations
Year of publication: |
2009-03-26
|
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Authors: | Tserkezos, Dikaios ; Thanou, Eleni Thanou |
Institutions: | Department of Economics, University of Crete |
Subject: | Markowitz Mean Variance | Measurement Errors in Returns | Stochastic Simulation |
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