Estimation of optimal portfolio compositions for Gaussian returns (Q3627403): Difference between revisions
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Latest revision as of 23:32, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of optimal portfolio compositions for Gaussian returns |
scientific article |
Statements
Estimation of optimal portfolio compositions for Gaussian returns (English)
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12 May 2009
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asset allocation
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portfolio analysis
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mean-variance portfolio
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parameter uncertainty
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portfolio characteristics
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