Finite Sample Properties of Estimators for the Optimal Portfolio Weight (Q4661427)
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scientific article; zbMATH DE number 2151852
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Sample Properties of Estimators for the Optimal Portfolio Weight |
scientific article; zbMATH DE number 2151852 |
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Finite Sample Properties of Estimators for the Optimal Portfolio Weight (English)
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4 April 2005
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mean-variance model
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simultaneous estimation
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portfolio selection
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risky assets
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