Robust Asset Allocation for Robo-Advisors
Year of publication: |
2018
|
---|---|
Authors: | Bourgeron, Thibault |
Other Persons: | Lezmi, Edmond (contributor) ; Roncalli, Thierry (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Robustes Verfahren | Robust statistics | Theorie | Theory |
Extent: | 1 Online-Ressource (67 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 1, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3261635 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Generalized entropy and model uncertainty
Meyer-Gohde, Alexander, (2017)
-
A Robust Risk-Based Approach in Portfolio Management
Cesari, Riccardo, (2011)
-
Perchet, Romain, (2015)
- More ...
-
Factor Investing in Currency Markets : Does it Make Sense?
Baku, Elisa, (2020)
-
Understanding the Momentum Risk Premium : An In-Depth Journey Through Trend-Following Strategies
Jusselin, Paul, (2017)
-
Financial Applications of Gaussian Processes and Bayesian Optimization
Gonzalvez, Joan, (2019)
- More ...