ON THE UNBIASED ESTIMATOR OF THE EFFICIENT FRONTIER (Q3067764)
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scientific article; zbMATH DE number 5835758
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| English | ON THE UNBIASED ESTIMATOR OF THE EFFICIENT FRONTIER |
scientific article; zbMATH DE number 5835758 |
Statements
ON THE UNBIASED ESTIMATOR OF THE EFFICIENT FRONTIER (English)
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13 January 2011
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efficient frontier
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mean-variance portfolio
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parameter uncertainty
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0.89925367
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0.89057803
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0.8774459
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0.8753239
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0.87458026
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0.87081504
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0.86759937
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