Theoretical and empirical estimates of mean-variance portfolio sensitivity (Q2514711)
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scientific article; zbMATH DE number 6395709
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| English | Theoretical and empirical estimates of mean-variance portfolio sensitivity |
scientific article; zbMATH DE number 6395709 |
Statements
Theoretical and empirical estimates of mean-variance portfolio sensitivity (English)
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3 February 2015
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investment analysis
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asset allocation
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mean-variance portfolio
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estimation error
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bootstrap
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0.8990535
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0.89374846
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0.89087874
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0.8758624
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0.8748902
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