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Incorporating Estimation Error into Optimal Portfolio allocation

Cottrell, David and Huang, Huaxiong and Nigam, Nilima (2006) Incorporating Estimation Error into Optimal Portfolio allocation. [Study Group Report]

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Item Type:Study Group Report
Problem Sectors:Finance
Study Groups:Canadian Industrial Problem Solving Workshops > FM-IPSW 2006 (Toronto, Canada, Aug 14-18, 2006)
Company Name:Manulife
ID Code:228
Deposited By: Dr Kamel Bentahar
Deposited On:22 Jun 2009 00:21
Last Modified:29 May 2015 19:50

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