The effects of errors in means, variances, and correlations on the mean-variance framework (Q5041668)
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scientific article; zbMATH DE number 7601795
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effects of errors in means, variances, and correlations on the mean-variance framework |
scientific article; zbMATH DE number 7601795 |
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The effects of errors in means, variances, and correlations on the mean-variance framework (English)
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14 October 2022
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investment analysis
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mean-variance framework
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sensitivity analysis
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parameter estimation
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uniformly distributed random portfolio
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