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Private equity-, stock- and mixed asset-portfolios: A bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocations
Schmidt, Daniel - Center for Financial Studies - 2003
optimal allocations to this asset class for minimizing mixed-asset portfolio variance or maximizing performance ratios. We …
Persistent link: https://www.econbiz.de/10010958618
Cover Image
Private equity-, stock- and mixed asset-portfolios: A bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocations
Schmidt, Daniel - Center for Financial Studies - 2004
optimal allocations to this asset class for minimizing mixed-asset portfolio variance or maximizing performance ratios. We …
Persistent link: https://www.econbiz.de/10005022456