Private equity-, stock- and mixed asset-portfolios : a bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocations
Daniel Schmidt
| Year of publication: |
Dec. 2003
|
|---|---|
| Other Persons: | Schmidt, Daniel (contributor) |
| Publisher: |
Frankfurt, Main : Center for Financial Studies |
| Subject: | Diversifikation | Diversification | Portfolio-Management | Portfolio selection | USA | United States | Schätzung | Estimation | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
freely available
| Extent: | Online-Ressource, 54 S., Text graph. Darst. |
|---|---|
| Series: | CFS working paper series. - Frankfurt, M. : [Verlag nicht ermittelbar], ZDB-ID 2196856-1. - Vol. 2004,12 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Record-last-verified: 13-07-04 Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/25411 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002118982