Work

Confidence regions for the mean-variance efficient set: An alternative approach to estimation risk

Year: 1991

Type: article

Source: Review of Quantitative Finance and Accounting

DOI: 10.1007/bf02408379

Author: J. D. Jobson

Institution: University of Alberta

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2093587940

FWCI: 1.328

Cites: 35

Cited by: 55

Related to: 10