Mean-Variance & Mean-VaR Portfolio Selection: A Simulation Based Comparison in the Czech Crisis Environment
Year of publication: |
2010-11
|
---|---|
Authors: | Parrák, Radovan ; Seidler, Jakub |
Institutions: | Institut ekonomických studií, Univerzita Karlova v Praze |
Subject: | portfolio optimization | investment strategy | Mean-Variance | Mean-Var |
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