Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio (Q5129173): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1287/opre.2019.1858 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2737874613 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:57, 19 March 2024
scientific article; zbMATH DE number 7265990
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio |
scientific article; zbMATH DE number 7265990 |
Statements
Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio (English)
0 references
26 October 2020
0 references
portfolio choice
0 references
estimation error
0 references
