Der Wert von Renditeprognosen für Anlageentscheidungen

DOI10.1007/BF01719615zbMath0535.90011OpenAlexW2090396099MaRDI QIDQ791419

Volker Firchau

Publication date: 1984

Published in: OR Spektrum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01719615

zbMATH Keywords

constant absolute risk aversionportfolio planningunbiased normally distributed estimation

Mathematics Subject Classification ID

Cites Work

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• Estimation for Markowitz Efficient Portfolios
• Information About Hyperparamters in Hierarchical Models
• A minimum Bayes risk approach to optimal portfolio choice
• Implications of constant risk aversion
• Risk Aversion in the Small and in the Large

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