The opportunity cost of mean-variance choice under estimation risk (Q2514709)
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scientific article; zbMATH DE number 6395707
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The opportunity cost of mean-variance choice under estimation risk |
scientific article; zbMATH DE number 6395707 |
Statements
The opportunity cost of mean-variance choice under estimation risk (English)
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3 February 2015
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mean-variance choice
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estimation risk
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expected utility maximization
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opportunity cost of sub-optimal portfolios
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0.8141424655914307
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0.770373523235321
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0.7634657025337219
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0.7634422183036804
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