Robust portfolio optimization
Dessislava A. Pachamanova; Petter N. Kolm; Frank J. Fabozzi; Sergio M. Focardi
| Year of publication: |
2008
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|---|---|
| Authors: | Pachamanova, Dessislava A. ; Kolm, Petter N. ; Fabozzi, Frank J. ; Focardi, Sergio M. |
| Published in: |
Valuation, financial modeling, and quantitative tools. - Hoboken, NJ : Wiley, ISBN 978-0-470-07816-7. - 2008, p. 785-792
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| Subject: | Portfolio-Management | Portfolio selection | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory |
| 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/10003765851