Portfolio Selection with Robust Estimation (Q3100367)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Selection with Robust Estimation |
scientific article |
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Portfolio Selection with Robust Estimation (English)
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24 November 2011
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portfolio investment
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econometrics
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portfolio choice
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minimum-variance portfolios
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estimation error
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robust statistics
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