The Errors-in-Variable Model in the Optimal Portfolio Construction (Q3011185): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Errors-in-Variable Model in the Optimal Portfolio Construction |
scientific article |
Statements
The Errors-in-Variable Model in the Optimal Portfolio Construction (English)
0 references
28 June 2011
0 references
maximum likelihood method
0 references
errors-in-variables model
0 references
portfolio
0 references
simulation study
0 references
