Robust Empirical Optimization is Almost the Same As Mean-Variance Optimization
Year of publication: |
2017
|
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Authors: | Gotoh, Jun-ya |
Other Persons: | Kim, Michael (contributor) ; Lim, Andrew (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 15, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2827400 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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