Robust Portfolio Selection with and without Relative Entropy
Year of publication: |
2006
|
---|---|
Authors: | Taboga, Marco |
Published in: |
Topics in Theoretical Economics. - De Gruyter, ISSN 1534-598X, ZDB-ID 2040053-6. - Vol. 6.2006, 1
|
Publisher: |
De Gruyter |
Subject: | Portfolio choice | asset allocation | robustness. |
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