Extension of the random matrix theory to the L-moments for robust portfolio selection (Q2871418): Difference between revisions
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Revision as of 08:52, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extension of the random matrix theory to the L-moments for robust portfolio selection |
scientific article |
Statements
Extension of the random matrix theory to the L-moments for robust portfolio selection (English)
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23 January 2014
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asset allocation
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correlation structures
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econophysics
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empirical finance
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multi-factor models
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portfolio allocation
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portfolio analysis
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portfolio constraints
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