Optimal Linear Combinations of Portfolios Subject to Estimation Risk
Author(s) -
Robin Jonsson
Publication year - 2015
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2627063
Subject(s) - estimation , subject (documents) , econometrics , mathematics , actuarial science , computer science , statistics , economics , library science , management
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