Reducing estimation risk in optimal portfolio selection when short sales are allowed
Gordon J. Alexander, Alexandre M. Baptista and Shu Yan
| Year of publication: |
2009
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|---|---|
| Authors: | Alexander, Gordon J. ; Baptista, Alexandre M. ; Yan, Shu |
| Published in: |
Managerial and decision economics : MDE ; the international journal of research and progress in management economics. - Chichester [u.a.] : Wiley, ISSN 0143-6570, ZDB-ID 582227-0. - Vol. 30.2009, 5, p. 281-305
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| Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003869912