Robust equity portfolio performance
Year of publication: |
July 2018
|
---|---|
Authors: | Kim, Jang Ho ; Kim, Woo Chang ; Kwon, Do-Gyun ; Fabozzi, Frank J. |
Published in: |
Analytical models for financial modeling and risk management. - New York, NY, USA : Springer. - 2018, p. 293-312
|
Subject: | Portfolio-Management | Portfolio selection | Robustes Verfahren | Robust statistics | Kapitaleinkommen | Capital income |
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