@misc {TN_libero_mab2,
author = { Kan, Raymond AND Wang, Xiaolu },
title = { Optimal portfolio choice with benchmark },
edition = { This version: December 2020 } ,
publisher = {[University of Toronto - Rotman School of Management]},
keywords = { portfolio choice , estimation errors , benchmark efficiency , model efficiency , estimation risk , optimal combining , Graue Literatur },
year = {[2020]},
booktitle = {Rotman School of Management working paper ; no. 3760640},
address = { [Toronto] },
url = { http://slubdd.de/katalog?TN_libero_mab2 }
}
Download citation