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Document type:
Zeitschriftenaufsatz 
Author(s):
Schöttle, K.; Werner, R. 
Non-TUM Co-author(s):
ja 
Cooperation:
national 
Title:
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 
Journal title:
Journal of Asset Management 
Year:
2006 
Journal volume:
Journal issue:
Pages contribution:
128-141 
Language:
en 
Key publication:
Nein 
Peer reviewed:
Ja 
International:
Ja 
Book review:
Nein 
Commissioned:
not commissioned 
Professional Journal:
Nein 
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