Portfolio selection with estimation risk : a test-based approach
Year of publication: |
2012
|
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Authors: | Antoine, Bertille |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 10.2012, 1, p. 164-197
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Schätzung | Estimation | Risikomaß | Risk measure | Risiko | Risk |
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