Stein and CAPM estimators of the means in asset allocation
Year of publication: |
1995
|
---|---|
Authors: | Grauer, Robert R. |
Other Persons: | Hakansson, Nils Hemming (contributor) |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 4.1995, 1, p. 35-66
|
Subject: | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory | Schätzung | Estimation | USA | United States | Kanada | Canada | Frankreich | France | Deutschland | Germany | Japan | Niederlande | Netherlands | Schweiz | Switzerland | Großbritannien | United Kingdom | 1960-1988 | 1934-1986 |
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