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Performance-Messung schweizerischer Aktienfonds : Markt-Timing und Selektivität

Zimmermann, Heinz; Zogg-Wetter, Claudia - 1992

Persistent link: https://www.econbiz.de/10000837603

Performance-Messung schweizerischer Aktienfonds : Markt-Timing und Selektivität

Zimmermann, Heinz - In: Swiss journal of economics and statistics 128 (1992) 2, pp. 133-160

Persistent link: https://www.econbiz.de/10001125492

High-dimensionality in statistics and portfolio optimization

Glombek, Konstantin - 2012 - 1. Aufl.

Persistent link: https://www.econbiz.de/10013360879

Improved estimates of higher-order comoments and implications for portfolio selection

Martellini, Lionel; Ziemann, Voker - In: The review of financial studies 23 (2010) 4, pp. 1467-1502

Persistent link: https://www.econbiz.de/10003959855

Three essays on modeling conditional correlation

Sheppard, Kevin - 2004

Persistent link: https://www.econbiz.de/10003550225

An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation

Frahm, Gabriel - 2010 - 1st version: March 4, 2010

-variance estimator, and the CAPM estimator. I resolve the question why it is meaningful to study the risk function in the context of …-free investment. -- Asset allocation ; Bayes-Stein estimator ; CAPM estimator ; James-Stein estimator ; Minimum-variance estimator …

Persistent link: https://www.econbiz.de/10008939385