Composition of robust equity portfolios
Year of publication: |
2013
|
---|---|
Authors: | Kim, Jang Ho ; Kim, Woo Chang ; Fabozzi, Frank J. |
Published in: |
Finance Research Letters. - Elsevier, ISSN 1544-6123. - Vol. 10.2013, 2, p. 72-81
|
Publisher: |
Elsevier |
Subject: | Robust portfolio | Mean–variance model | Global minimum-variance portfolio | Stock beta | Ellsberg paradox |
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