Combining Portfolio Models
Aufgrund von Vorbereitungen auf eine neue Version von KOPS, können kommenden Montag und Dienstag keine Publikationen eingereicht werden. (Due to preparations for a new version of KOPS, no publications can be submitted next Monday and Tuesday.)
| Type of Publication: | Journal article |
| Publication status: | Published |
| Author: | Schanbacher, Peter |
| Year of publication: | 2014 |
| Published in: | Annals of Economics and Finance ; 15 (2014), 2. - pp. 433-455. - ISSN 1529-7373 |
| URL of original publication: | http://aeconf.com/Articles/Nov2014/aef150208.pdf, Last access on Mar 5, 2018 |
| JEL Classification: | C52; C53; G11; G17 |
| Subject (DDC): | 330 Economics |
| Keywords: | Investment Strategy, Diversification, Markowitz, Portfolio Optimization, Model Averaging, Portfolio Allocation |
Cite This
Files in this item
| Files | Size | Format | View |
|---|---|---|---|
|
There are no files associated with this item. |
|||
SCHANBACHER, Peter, 2014. Combining Portfolio Models. In: Annals of Economics and Finance. 15(2), pp. 433-455. ISSN 1529-7373
@article{Schanbacher2014Combi-41685, title={Combining Portfolio Models}, url={http://aeconf.com/Articles/Nov2014/aef150208.pdf}, year={2014}, number={2}, volume={15}, issn={1529-7373}, journal={Annals of Economics and Finance}, pages={433--455}, author={Schanbacher, Peter} }
<rdf:RDF xmlns:dcterms="http://purl.org/dc/terms/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:bibo="http://purl.org/ontology/bibo/" xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#" xmlns:foaf="http://xmlns.com/foaf/0.1/" xmlns:void="http://rdfs.org/ns/void#" xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > <rdf:Description rdf:about="https://kops.uni-konstanz.de/rdf/resource/123456789/41685"> <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2018-03-05T08:19:24Z</dcterms:available> <bibo:uri rdf:resource="https://kops.uni-konstanz.de/handle/123456789/41685"/> <foaf:homepage rdf:resource="http://localhost:8080/jspui"/> <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2018-03-05T08:19:24Z</dc:date> <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/rdf/resource/123456789/46"/> <dcterms:title>Combining Portfolio Models</dcterms:title> <dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/rdf/resource/123456789/46"/> <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/> <dc:contributor>Schanbacher, Peter</dc:contributor> <dc:creator>Schanbacher, Peter</dc:creator> <dc:language>eng</dc:language> <dcterms:issued>2014</dcterms:issued> </rdf:Description> </rdf:RDF>
This item appears in the following Collection(s)
Search KOPS
Browse
My Account
