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Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Schöttle, K.; Werner, R. 
Nicht-TUM Koautoren:
ja 
Kooperation:
national 
Titel:
Towards Reliable Efficient Frontiers 
Abstract:
In recent years new ideas for the robustification of the traditional Markowitz frontier have appeared in the literature. Driven by the needs of an asset management company, two promising approaches have been investigated more thoroughly. After briefly summarizing these new methods we compare them both on a qualitative and quantitative basis. Numerical results support the expectation that the robustification adds value to the quantitative asset management process. 
Intellectual Contribution:
Discipline-based Research 
Zeitschriftentitel:
Journal of Asset Management 
Jahr:
2006 
Band / Volume:
Heft / Issue:
Seitenangaben Beitrag:
128-141 
Sprache:
en 
Key publication:
Nein 
Peer reviewed:
Ja 
International:
Ja 
Book review:
Nein 
commissioned:
not commissioned 
Professional Journal:
Nein