Estimation for Markowitz Efficient Portfolios (Q3891587)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation for Markowitz Efficient Portfolios |
scientific article |
Statements
1980
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Markowitz efficient portfolios
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sampling distributions
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Taylor series approximations
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distributions of ratios
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Fieller-Creasy problem
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Estimation for Markowitz Efficient Portfolios (English)
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