THE OPTIMAL PORTFOLIO WEIGHTS USING THE PROPORTIONAL TYPE ESTIMATORS (Q5269602)
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scientific article; zbMATH DE number 6735633
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE OPTIMAL PORTFOLIO WEIGHTS USING THE PROPORTIONAL TYPE ESTIMATORS |
scientific article; zbMATH DE number 6735633 |
Statements
THE OPTIMAL PORTFOLIO WEIGHTS USING THE PROPORTIONAL TYPE ESTIMATORS (English)
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27 June 2017
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error estimation
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expected loss function
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proportional type estimators
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risk function
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multivariate returns
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maximum likelihood estimator
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