Robust portfolio selection with smart return prediction
Xueyong Tu, Bin Li
| Year of publication: |
2024
|
|---|---|
| Authors: | Tu, Xueyong ; Li, Bin |
| Published in: |
Economic modelling. - Amsterdam : Elsevier [u.a.], ISSN 0264-9993, ZDB-ID 2013002-8. - Vol. 135.2024, Art.-No. 106719, p. 1-16
|
| Subject: | Asset characteristics | Data-driven optimization | Portfolio selection | Robust mean-variance | Portfolio-Management | Robustes Verfahren | Robust statistics | Theorie | Theory | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2024.106719 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014549061