Robust equity portfolio performance (Q1621912): Difference between revisions

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+Computing efficient frontiers using estimated parameters
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+Robust portfolios: contributions from operations research and finance
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+High dimensional covariance matrix estimation using a factor model
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+Robust Portfolio Selection Problems
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+Robustness
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+Recent developments in robust portfolios with a worst-case approach
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+years of portfolio optimization: practical challenges and current trends
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+Q3446100
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+Robust asset allocation
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