Operations research proceedings
Springer-Verlag
Chapter title |
How to Incorporate Estimation Risk into Markowitz Optimization
|
---|---|
Chapter number | 22 |
Book title |
Operations Research Proceedings 2001
|
Published by |
Springer, Berlin, Heidelberg, January 2002
|
DOI | 10.1007/978-3-642-50282-8_22 |
Book ISBNs |
978-3-54-043344-6, 978-3-64-250282-8
|
Authors |
Alexander Kempf, Klaus Kreuzberg, Christoph Memmel, Kempf, Alexander, Kreuzberg, Klaus, Memmel, Christoph |
Country | Count | As % |
---|---|---|
Unknown | 5 | 100% |
Readers by professional status | Count | As % |
---|---|---|
Professor | 2 | 40% |
Student > Ph. D. Student | 1 | 20% |
Researcher | 1 | 20% |
Other | 1 | 20% |
Readers by discipline | Count | As % |
---|---|---|
Business, Management and Accounting | 3 | 60% |
Mathematics | 1 | 20% |
Economics, Econometrics and Finance | 1 | 20% |