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Minimum variance portfolio selection

  1. TitleMinimum variance portfolio selection
    Subtitleimpact of three estimating procedures on its weights
    Author infoMartin Boďa
    Author Boďa Martin 1984- (100%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
    Source document MMK 2012 : mezinárodní Masarykova konference pro doktorandy a mladé vědecké pracovníky. S. 1557-1564. - Hradec Králové : Magnanimitas, 2012 ; MMK 2012 mezinárodní Masarykova konference pro doktorandy a mladé vědecké pracovníky
    Keywords portfolio selection   minimum variance portfolio   robust method   classical methods   shrinkage covariance matrix estimator   fast minimum covariance determinant estimator  
    LanguageEnglish
    CountryCzech Republic
    systematics 331
    Public work category AFC
    No. of Archival Copy24738
    Catal.org.BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici
    Databasexpca - PUBLIKAČNÁ ČINNOSŤ
    unrecognised

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Number of the records: 1  

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