Showing 1 - 10 of 62
Persistent link: https://www.econbiz.de/10000988123
Persistent link: https://www.econbiz.de/10000964988
Persistent link: https://www.econbiz.de/10000122429
Persistent link: https://www.econbiz.de/10001701889
Persistent link: https://www.econbiz.de/10014500738
Persistent link: https://www.econbiz.de/10009742471
Persistent link: https://www.econbiz.de/10011480704
Persistent link: https://www.econbiz.de/10011948064
Persistent link: https://www.econbiz.de/10012521210
We develop in this paper a novel portfolio selection framework with a feature of dual robustness in both return distribution modeling and portfolio optimization. While predicting the return distributions of the future market always represents the most compelling challenge in investment, any...
Persistent link: https://www.econbiz.de/10013076696