Theoretical and empirical estimates of mean-variance portfolio sensitivity
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Publication:2514711
DOI10.1016/j.ejor.2013.04.018zbMath1304.91206WikidataQ57949112 ScholiaQ57949112MaRDI QIDQ2514711
Jan Palczewski, Andrzej Palczewski
Publication date: 3 February 2015
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2013.04.018
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
91G10: Portfolio theory
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Cites Work
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