On the Estimation Error in Mean-Variance Efficient Portfolio Weights
نویسندگان
چکیده
منابع مشابه
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MaMaEuSch has been carried out with the partial support of the European Community in the framework of the Sokrates programme. The content does not necessarily reflect the position of the European Community, nor does it involve any responsibility on the part of the European Community.
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2004
ISSN: 1556-5068
DOI: 10.2139/ssrn.610002