@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
}
}