What do robust equity portfolio models really do?
Woo Chang Kim, Jang Ho Kim, So Hyoung Ahn, Frank J. Fabozzi
| Year of publication: |
2013
|
|---|---|
| Authors: | Kim, Woo Chang ; Kim, Jang Ho ; Ahn, So Hyoung ; Fabozzi, Frank J. |
| Published in: |
Operations research models in banking management. - New York, NY : Springer. - 2013, p. 141-168
|
| Subject: | Portfolio-Management | Portfolio selection | Robustes Verfahren | Robust statistics | Wirtschaftsmodell | Economic model | Regressionsanalyse | Regression analysis |
| Extent: | graph. Darst. |
|---|---|
| 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/10009739301