Is the MV efficient portfolio really that sensitive to estimation errors? (Q3626429)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5556500
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Is the MV efficient portfolio really that sensitive to estimation errors? |
scientific article; zbMATH DE number 5556500 |
Statements
22 May 2009
0 references
MV model
0 references
estimation error
0 references
sensitivity
0 references
Lipschitz continuity
0 references
0.9476335644721984
0 references
0.8169535994529724
0 references
0.7640445232391357
0 references
