Implications of Estimation Risk in Strategic Asset Allocation

Employees:

  • Prof. Dr. Raimond Maurer
  • Dr. Michael Stamos

Description:
This project is financed by the DFG (German Research Foundation). The main question of this project is which implications estimation risk have on the strategic asset allocation of an investor.

Runtime:
Start: 08/2005   End: 08/2007

Publications
Conferences

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