Portfolio Management: An Investigation of the Implications of Measurement Errors in Stock Prices on the Creation, Management and Evaluation of Stock Portfolios, Using Stochastic Simulations

Eleni Thanou and Dikaios Tserkezos ()
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Dikaios Tserkezos: Department of Economics, University of Crete, Greece

No 904, Working Papers from University of Crete, Department of Economics

Keywords: Markowitz Mean Variance; Measurement Errors in Returns; Stochastic Simulation (search for similar items in EconPapers)
JEL-codes: G15 (search for similar items in EconPapers)
Pages: 22 pages
Date: 2009-03-26
New Economics Papers: this item is included in nep-cmp
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Published in International Journal of Financial Economics and Econometrics

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Persistent link: https://EconPapers.repec.org/RePEc:crt:wpaper:0904

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