Evaluation of strategy portfolios
Year of publication: |
2024
|
---|---|
Authors: | Wang, Anlan ; Kresta, Aleš ; Tichý, Tomáš |
Published in: |
Computational management science. - Heidelberg : Springer, ISSN 1619-6988, ZDB-ID 2107564-5. - Vol. 21.2024, 1, Art.-No. 17, p. 1-27
|
Subject: | Financial crisis | Performance measure | Portfolio optimization | Random weights | Risk measure | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Risikomaß | Theorie | Theory | Finanzkrise | Risiko | Risk | Messung | Measurement |
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