Empirical tests of biases in equity portfolio optimization

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【作者(必填)】Peter Muller

【文题(必填)】Empirical tests of biases in equity portfolio optimization

【年份(必填)】[size=12.800000190734863px] 1993

【全文链接或数据库名称(选填)】

Empirical tests of biases in equity portfolio optimization pp. 80-98
By Peter Muller
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Financial optimization
What do ex-ante mean-variance optimal portfolios look like ex-post?
Peter Muller

[size=12.800000190734863px]Publisher: Cambridge University Press
Print Publication Year: 1993
Online Publication Date: 20100209
[size=12.800000190734863px]Online ISBN: 9780511522130
Hardback ISBN: 9780521419055
Paperback ISBN: 9780521577779
[size=12.800000190734863px]Chapter DOI: http://dx.doi.org/10.1017/CBO9780511522130.006
[size=12.800000190734863px]

[size=12.800000190734863px]Subjects: Finance and Accountancy, Econometrics and Mathematical Methods