Portfolio selection in a multi-input multi-output setting : a simple Monte-Carlo-FDH algorithm
Nicolas Nalpas, Léopold Simar and Anne Vanhems
| Year of publication: |
[2016]
|
|---|---|
| Authors: | Nalpas, Nicolas ; Simar, Léopold ; Vanhems, Anne |
| Publisher: |
[Toulouse] : Toulouse School of Economics |
| Subject: | Directional Distance function | FDH estimator | Efficient frontier | Portfolio performance | Portfolio-Management | Portfolio selection | Technische Effizienz | Technical efficiency | Data-Envelopment-Analyse | Data envelopment analysis | Effizienz | Efficiency | Mathematische Optimierung | Mathematical programming | Produktionsfunktion | Production function | Schätztheorie | Estimation theory |
freely available
| Extent: | 1 Online-Ressource (circa 32 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / TSE : WP. - Toulouse, ZDB-ID 2816658-9. - Vol. no TSE-648 (May 2016) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012216665