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Theoretical and empirical estimates of mean–variance portfolio sensitivity

✍ Scribed by Palczewski, Andrzej; Palczewski, Jan

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stochastic Dominance vs. Mean-Variance P

✍ R. Burr Porter and Jack E. Gaumnitz 📂 Article 📅 1972 🏛 American Economic Association 🌐 English ⚖ 311 KB

The Sampling Error in Estimates of Mean-

✍ Mark Britten-Jones 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 123 KB

Linear Empirical Bayes Estimation of Mea

✍ Herbert Robbins 📂 Article 📅 1985 🏛 National Academy of Sciences 🌐 English ⚖ 344 KB

Mean-variance efficiency of the market p

✍ Abraham Lioui; Patrice Poncet 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 117 KB 👁 2 views

Gini's Mean Difference and Portfolio Sel

✍ R. P. Bey; K. M. Howe 📂 Article 📅 1984 🏛 School of Business Administration, University of W 🌐 English ⚖ 790 KB

Sampling error and double shrinkage esti

✍ B. Candelon; C. Hurlin; S. Tokpavi 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 442 KB