Robust optimization for utilizing forecasted returns in institutional investment
Year of publication: |
2007
|
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Authors: | Koutsoyannis, Christos ; Satchell, Stephen |
Published in: |
Forecasting expected returns in the financial markets. - Amsterdam [u.a.] : Elsevier/AP, ISBN 0-7506-8321-X. - 2007, p. 177-189
|
Subject: | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Institutioneller Investor | Institutional investor |
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