Statistical inference procedure for the mean-variance efficient frontier with estimated parameters
Olha Bodnar; Taras Bodnar
| Year of publication: |
2009
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|---|---|
| Authors: | Bodnar, Olha ; Bodnar, Taras |
| Published in: |
Advances in statistical analysis : AStA ; a journal of the German Statistical Society. - Berlin : Springer, ISSN 1863-8171, ZDB-ID 2277258-3. - Vol. 93.2009, 3, p. 295-306
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| Subject: | Statistische Verteilung | Statistical distribution | Varianzanalyse | Analysis of variance | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Schätzung | Estimation | Welt | World | 1971-2005 |
| 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/10003888645