Estimation of optimal portfolio compositions for Gaussian returns (Q3627403)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of optimal portfolio compositions for Gaussian returns |
scientific article |
Statements
Estimation of optimal portfolio compositions for Gaussian returns (English)
0 references
12 May 2009
0 references
asset allocation
0 references
portfolio analysis
0 references
mean-variance portfolio
0 references
parameter uncertainty
0 references
portfolio characteristics
0 references
