Showing 1 - 10 of 37,604
Persistent link: https://www.econbiz.de/10015046163
Persistent link: https://www.econbiz.de/10012034253
The standard mean-variance approach can imply extreme weights in some assets in the optimal allocation and a lack of stability of this allocation over time. To improve the robustness of the portfolio allocation, but also to better control for the portfolio turnover and the sensitivity of the...
Persistent link: https://www.econbiz.de/10013036134
Persistent link: https://www.econbiz.de/10011634661
Persistent link: https://www.econbiz.de/10003885472
Persistent link: https://www.econbiz.de/10011634052
Persistent link: https://www.econbiz.de/10014240192
Persistent link: https://www.econbiz.de/10010497110
Persistent link: https://www.econbiz.de/10011806754
Persistent link: https://www.econbiz.de/10014451958