The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice

Authors
Vijay K. Chopra William T. Ziemba
Citation
Vijay K. Chopra et William T. Ziemba, The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice, Journal of portfolio management, 19(02), 1992, pp. 6
Journal title
Journal of portfolio management → ACNP
ISSN journal
00954918
Volume
19
Issue
02
Year of publication
1992
Database
ICR
SICI code
0095-4918(1992)19:02<6:TEOEIM>2.0.ZU;2-C