The univariate collapsing method for portfolio optimization
Year of publication: |
June 2017
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Authors: | Paolella, Marc S. |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 5.2017, 2, p. 1-33
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Subject: | asset allocation | backtest-overfitting | non-ellipticity | Portfolio-Management | Portfolio selection | Theorie | Theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics5020018 [DOI] hdl:10419/171920 [Handle] |
Classification: | c58 ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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