Estimation of optimal portfolio compositions for Gaussian returns (Q3627403)
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scientific article; zbMATH DE number 5552716
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimation of optimal portfolio compositions for Gaussian returns |
scientific article; zbMATH DE number 5552716 |
Statements
Estimation of optimal portfolio compositions for Gaussian returns (English)
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12 May 2009
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asset allocation
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portfolio analysis
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mean-variance portfolio
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parameter uncertainty
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portfolio characteristics
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0.95094174
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0.93149155
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0.9011312
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0.8999487
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0.8930764
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0.8893378
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0.8858926
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0.88323563
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