Dzicher, Mateusz - In: Journal of economics & management 43 (2021) 1, pp. 70-89
empirical distribution or a theoretical distribution (mitigating estimation risk). All computational results are reported for …Aim/purpose - In this paper, a market volatility-robust portfolio composition framework under the modified Markowitz … financial instruments formulation procedure at an increased market volatility. Design/methodology/approach - In order to …