The Distribution of the Sample Minimum-Variance Frontier
- Author
- KAN, Raymond1 ; SMITH, Daniel R2
[1] Joseph L. Rotman School of Management, University of Toronto, Toronto, Ontario M5S 3E6, Canada
[2] Faculty of Business Administration, Simon Fraser University, Burnaby, British Columbia V5A 1S6, Canada - Source
Management science. 2008, Vol 54, Num 7, pp 1364-1380, 17 p ; ref : 3/4 p
- CODEN
- MSCIAM
- ISSN
- 0025-1909
- Scientific domain
- Control theory, operational research; Management economics
- Publisher
- Institute for Operations Research and the Management Sciences, Linthicum, MD
- Publication country
- United States
- Document type
- Article
- Language
- English
- Author keyword
- efficiency set constants finite sample distribution minimum-variance frontier
- Keyword (fr)
- Bourse valeurs Erreur estimation Estimation biaisée Estimation erreur Variance minimale
- Keyword (en)
- Stock exchange Estimation error Biased estimation Error estimation Minimal variance
- Keyword (es)
- Bolsa valores Error estimación Estimación sesgada Estimación error Variancia mínima
- Classification
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A10 Portfolio theory
- Discipline
- Operational research. Management
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 20499505
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1287/mnsc.1070.0852 
https://dx.doi.org/10.1287/mnsc.1070.0852
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