Statistical inference of the efficient frontier under autocorrelated asset returns:
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Bibliographic Details
Main Authors: Bodnar, Taras 1979- (Author), Schmid, Wolfgang 1956- (Author), Zabolotskyy, Taras 1983- (Author)
Format: Book
Language:English
Published: Frankfurt (Oder) Univ., Dep. of Economics 2006
Series:Capital markets and finance in the enlarged Europe 2006,8
Item Description:Literaturverz. S. 20 - 24
Physical Description:24 S. 21 cm