An Efficient Dimension Reduction for Portfolio Optimization via the Most Robust Solution
Year of publication: |
[2022]
|
---|---|
Authors: | Zhao, Long ; Gao, Rui |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory | Mathematische Optimierung | Mathematical programming |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 22, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3991393 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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