Is being "robust" beneficial? : a perspective from the Indian market
Year of publication: |
2021
|
---|---|
Authors: | Girach, Mohammed Bilal ; Oberoi, Shashank ; Chakrabarty, Siddhartha P. |
Published in: |
Asia Pacific financial markets. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1573-6946, ZDB-ID 2009834-0. - Vol. 28.2021, 4, p. 469-497
|
Subject: | Robust portfolio optimization | VaR | CVaR | S&P BSE 30 | S&P BSE 100 | Portfolio-Management | Portfolio selection | Indien | India | Robustes Verfahren | Robust statistics | Tierkrankheit | Animal disease | Risikomaß | Risk measure | VAR-Modell | VAR model |
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