Size Matters : Optimal Calibration of Shrinkage Estimators for Portfolio Selection
Year of publication: |
2013
|
---|---|
Authors: | DeMiguel, Victor |
Other Persons: | Martin-Utrera, Alberto (contributor) ; Nogales, Francisco J. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 21, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1891847 [DOI] |
Classification: | G11 - Portfolio Choice ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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