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