Sample vs. Population Mean-Variance Efficient Portfolios

DOI10.1287/MNSC.26.11.1108MaRDI QIDQ3893604zbMATH OpenOpenAlexFDO

Authors Haim Levy, Yoram Kroll

Publication date 1980

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.26.11.1108

zbMATH Keywords

estimationportfolio rankingsampling error

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited in

(3)

• A stochastic dominance comparison of truncated normal distributions
• Estimation of error probabilities in stochastic dominance
• Improvements in the power of empirical stochastic dominance comparisons through kernel density estimation: a monte carlo study

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