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portada Markowitz Portfolio Selection und Estimation Risk (in German)
Type
Physical Book
Publisher
Language
German
Pages
68
Format
Paperback
ISBN13
9783638906098

Markowitz Portfolio Selection und Estimation Risk (in German)

Robert Hang; Marc Leopold (Author) · Grin Verlag · Paperback

Markowitz Portfolio Selection und Estimation Risk (in German) - Robert Hang; Marc Leopold

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Synopsis "Markowitz Portfolio Selection und Estimation Risk (in German)"

Forschungsarbeit aus dem Jahr 2007 im Fachbereich BWL - Bank, Börse, Versicherung, Ludwig-Maximilians-Universität München (Finance&Banking), Sprache: Deutsch, Abstract: Diese Arbeit beschäftigt sich mit dem Einfluss von Störgrö en bzgl. der zu schätzenden Inputparameter der Markowitz-Portfolio-Selektion. Dabei wird simulativ deren Auswirkung auf den erwarteten Return ermittelt. Ferner ermittelt der beiliegende Matlabcode auch optimale Portfolien, Renditeverteilungen, etc.

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All books in our catalog are Original.
The book is written in German.
The binding of this edition is Paperback.

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