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Parameter Uncertainty in Multiperiod Portfolio Optimization..:

DeMiguel, Victor ; Martín-Utrera, Alberto ; Nogales, Francisco J.
The Journal of Financial and Quantitative Analysis. 50 (2015) 6 - p. 1443-1471 , 2015

Link: http://www.jstor.org/stable/43862302

RT Journal
T1 <Title>Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction Costs</Title>

UL https://suche.suub.uni-bremen.de/peid=jstor-43862302&Exemplar=1&LAN=DE
				
A1 DeMiguel, Victor
A1 Martín-Utrera, Alberto
A1 Nogales, Francisco J.
PB Cambridge University Press
YR 2015
SN 0022-1090
SN 1756-6916
K1 Economics
K1 Economic disciplines
K1 Financial economics
K1 Finance
K1 Financial investments
K1 Financial portfolios
K1 Investors
K1 Microeconomics
K1 Economic costs and benefits
K1 Economic costs
K1 Transaction costs
K1 Economic utility
K1 Expected utility
K1 Information science
K1 Data products
K1 Datasets
K1 Business
K1 Accountancy
K1 Financial accounting
K1 Business expenses
K1 Fixed costs
K1 Committed fixed costs
K1 Occupancy costs
K1 Utilities costs
K1 Mathematics
K1 Applied mathematics
K1 Statistics
K1 Applied statistics
K1 Descriptive statistics
K1 Measures of variability
K1 Statistical variance
K1 Statistical analysis
K1 Quantitative analysis
K1 Business operations
K1 Commerce
K1 Purchasing
K1 Cost estimates
K1 Risk free assets
JF The Journal of Financial and Quantitative Analysis
VO 50
IS 6
SP 1443
OP 1471
LK http://www.jstor.org/stable/43862302
DO http://www.jstor.org/stable/43862302
SF ELIB - SuUB Bremen

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