Insights into Robust Portfolio Optimization : Decomposing Robust Portfolios into Mean-Variance and Risk-Based Portfolios
Year of publication: |
2015
|
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Authors: | Perchet, Romain |
Other Persons: | Xiao, Lu (contributor) ; Carvalho, Raul Leote de (contributor) ; Heckel, Thomas (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Robustes Verfahren | Robust statistics | Entscheidung unter Unsicherheit | Decision under uncertainty |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 7, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2657976 [DOI] |
Classification: | G11 - Portfolio Choice ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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