Der Wert von Renditeprognosen für Anlageentscheidungen

DOI10.1007/BF01719615MaRDI QIDQ791419zbMATH OpenOpenAlexFDO

Authors Volker Firchau

Publication date 1984

Published in OR Spektrum (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01719615

zbMATH Keywords

constant absolute risk aversionportfolio planningunbiased normally distributed estimation

Mathematics Subject Classification ID

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Cites work

• A minimum Bayes risk approach to optimal portfolio choice
• Estimation for Markowitz Efficient Portfolios
• scientific article; zbMATH DE number 3604250 (Why is no real title available?)
• scientific article; zbMATH DE number 3062467 (Why is no real title available?)
• Implications of constant risk aversion
• Information About Hyperparamters in Hierarchical Models
• Risk Aversion in the Small and in the Large

Cited in

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• Information evalutation in capital markets
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• Value of information in portfolio selection, with a Taiwan stock market application illustration

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