Sample vs. Population Mean-Variance Efficient Portfolios

DOI10.1287/mnsc.26.11.1108zbMath0447.90004OpenAlexW1972698017MaRDI QIDQ3893604

Haim Levy, Yoram Kroll

Publication date: 1980

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.26.11.1108

zbMATH Keywords

estimationsampling errorportfolio ranking

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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