On the Estimation Error in Mean-Variance Efficient Portfolio Weights

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Name	CentER Discussion Paper
Volume	2004-106

Keywords

@techreport{a2e857554647401a95e1c3b9332f2752,

title = "On the Estimation Error in Mean-Variance Efficient Portfolio Weights",

keywords = "portfolio choice, estimation risk, mean-varyance analysis",

author = "{de Roon}, F.A.",

note = "Pagination: 20",

year = "2004",

language = "English",

volume = "2004-106",

series = "CentER Discussion Paper",

publisher = "Finance",

type = "WorkingPaper",

institution = "Finance",

}

TY - UNPB

T1 - On the Estimation Error in Mean-Variance Efficient Portfolio Weights

AU - de Roon, F.A.

N1 - Pagination: 20

PY - 2004

Y1 - 2004

KW - portfolio choice

KW - estimation risk

KW - mean-varyance analysis

M3 - Discussion paper

VL - 2004-106

T3 - CentER Discussion Paper

BT - On the Estimation Error in Mean-Variance Efficient Portfolio Weights

PB - Finance

CY - Tilburg

ER -