Can robust portfolio optimisation help to build better portfolios?
Bernd Scherer
| Year of publication: |
2007
|
|---|---|
| Authors: | Scherer, Bernd |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 7.2007, 6, p. 373-387
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| Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003439376