Portfolio Management with Dual Robustness in Prediction and Optimization : A Mixture Model Based Learning Approach
Year of publication: |
2013
|
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Authors: | Zhu, Shushang |
Other Persons: | Fan, Minjie (contributor) ; Li, Duan (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Experiment | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Lernprozess | Learning process | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (40 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 3, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2320292 [DOI] |
Classification: | C1 - Econometric and Statistical Methods: General ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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