Robust optimization for utilizing forecasted returns in institutional investment
Christos Koutsoyannis and Stephen Satchell
| Year of publication: |
2007
|
|---|---|
| Authors: | Koutsoyannis, Christos ; Satchell, Stephen |
| Published in: |
Forecasting expected returns in the financial markets. - Amsterdam [u.a.] : Elsevier/AP, ISBN 0-7506-8321-X. - 2007, p. 177-189
|
| Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003557954