Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization
Margherita Giuzio
| Year of publication: |
2017
|
|---|---|
| Authors: | Giuzio, Margherita |
| Published in: |
Essays in portfolio selection. - [Oestrich-Winkel]. - 2017, p. 4-36
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Robustes Verfahren | Robust statistics |
| 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/10012111503