Robust portfolio selection with smart return prediction
Year of publication: |
2024
|
---|---|
Authors: | Tu, Xueyong ; Li, Bin |
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 |
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