Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio (Q5129173)
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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 |
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Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio (English)
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26 October 2020
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portfolio choice
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estimation error
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