Reply to 'Comment on 'Markowitz Versus Michaud : Portfolio Optimization Strategies Reconsidered''
| Year of publication: |
2017
|
|---|---|
| Authors: | Becker, Franziska |
| Other Persons: | Gürtler, Marc (contributor) ; Hibbeln, Martin Thomas (contributor) |
| Publisher: |
[2017]: [S.l.] : SSRN |
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Description of contents: |
In response to the comment by Michaud/Michaud/Esch (2015) on our article “Markowitz versus Michaud: Portfolio Optimization Strategies Reconsidered”, we present clarifications
|
freely available
| Extent: | 1 Online-Ressource (6 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 13, 2017 erstellt |
| Other identifiers: | 10.2139/ssrn.2952389 [DOI] |
| Classification: | G11 - Portfolio Choice ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012958711