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1 Ergebnisse
1
A Generalized Approach to Portfolio Optimization: Improving..:
DeMiguel, Victor
;
Garlappi, Lorenzo
;
Nogales, Francisco J.
.
Management Science. 55 (2009) 5 - p. 798-812 , 2009
Link:
https://www.jstor.org/stable/40539189
RT Journal T1
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
UL https://suche.suub.uni-bremen.de/peid=jstor-40539189&Exemplar=1&LAN=DE A1 DeMiguel, Victor A1 Garlappi, Lorenzo A1 Nogales, Francisco J. A1 Uppal, Raman PB Institute for Operations Research and the Management Sciences YR 2009 SN 0025-1909 SN 1526-5501 K1 portfolio choice K1 covariance matrix estimation K1 estimation error K1 shrinkage estimator K1 norm constraints K1 Mathematics K1 Pure mathematics K1 Linear algebra K1 Matrix theory K1 Matrices K1 Covariance matrices K1 Economics K1 Economic disciplines K1 Financial economics K1 Finance K1 Financial investments K1 Financial portfolios K1 Applied mathematics K1 Statistics K1 Applied statistics K1 Descriptive statistics K1 Measures of variability K1 Statistical variance K1 Information science K1 Data products K1 Datasets K1 Investors K1 Inferential statistics K1 Statistical estimation K1 Estimation methods K1 Estimators K1 Management science K1 Biological sciences K1 Biology K1 Zoology K1 Animals K1 Mammals K1 Canines K1 Wolves K1 Statistical results K1 Statistical properties K1 Statistical discrepancies K1 P values JF Management Science VO 55 IS 5 SP 798 OP 812 LK http://dx.doi.org/https://www.jstor.org/stable/40539189 DO https://www.jstor.org/stable/40539189 SF ELIB - SuUB Bremen
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