Composition of robust equity portfolios
Year of publication: |
2013
|
---|---|
Authors: | Kim, Jang Ho ; Kim, Woo Chang ; Fabozzi, Frank J. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 10.2013, 2, p. 72-81
|
Subject: | Portfolio-Management | Portfolio selection | Robustes Verfahren | Robust statistics | Betafaktor | Beta risk |
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