Estimation error in mean returns and the mean-variance efficient frontier
| Autor: | Simaan, Majeed, Simaan, Yusif, Tang, Yi |
|---|---|
| Zdroj: | In International Review of Economics and Finance July 2018 56:109-124 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Simaan, Majeed, Simaan, Yusif, Tang, Yi |
|---|---|
| Zdroj: | In International Review of Economics and Finance July 2018 56:109-124 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect