Best-case scenario robust portfolio : evidence from China stock market
Kaiqiang An, Guiyu Zhao, Jinjun Li, Jingsong Tian, Lihua Wang, Liang Xian, Chen Chen
| Year of publication: |
2023
|
|---|---|
| Authors: | An, Kaiqiaï¸˘ng ; Zhao, Guiyu ; Li, Jinjun ; Tian, Jingsong ; Wang, Lihua ; Xian, Liang ; Chen, Chen |
| Published in: |
Asia Pacific financial markets. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1573-6946, ZDB-ID 2009834-0. - Vol. 30.2023, 2, p. 297-322
|
| Subject: | Best-case scenario | MV | Robust portfolio | Uncertainties | Worst-case scenario | Portfolio-Management | Portfolio selection | China | Szenariotechnik | Scenario analysis | Aktienmarkt | Stock market | Robustes Verfahren | Robust statistics | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-022-09375-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014342327