Robust portfolio allocation under dixcrete asset choice constraints
Year of publication: |
2011
|
---|---|
Authors: | Gülpınar, Nalân ; Katata, Kabir ; Pachamanova, Dessislava A. |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 12.2011/12, 1, p. 67-83
|
Subject: | Portfolio-Management | Portfolio selection | Statistischer Fehler | Statistical error |
-
Aktives Portfoliomanagement auf Basis von Fehlbewertungen in den Renditeerwartungen
Stotz, Olaf, (2004)
-
Schätzrisiken in der Portfoliotheorie : Auswirkungen und Möglichkeiten der Reduktion
Memmel, Christoph, (2004)
-
Herold, Ulf, (2004)
- More ...
-
Robust portfolio allocation under dixcrete asset choice constraints
Gülpınar, Nalan, (2011)
-
Gülpınar, Nalân, (2013)
-
Robust strategies for facility location under uncertainty
Gülpınar, Nalân, (2013)
- More ...