Robust portfolios that do not tilt factor exposure
Woo Chang Kim; Min Jeong Kim; Jang Ho Kim; Frank J. Fabozzi
| Year of publication: |
2014
|
|---|---|
| Authors: | Kim, Woo Chang ; Kim, Min Jeong ; Kim, Jang Ho ; Fabozzi, Frank J. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 234.2014, 2 (1.4.), p. 411-421
|
| Subject: | Investment analysis | Robust portfolio model | Robustness analysis | Fundamental factors | Portfolio-Management | Portfolio selection | Robustes Verfahren | Robust statistics | Theorie | Theory | Finanzanalyse | Financial analysis | CAPM |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010356742