Portfolio Selection with Robust Estimation
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Publication:3100367
DOI10.1287/opre.1080.0566zbMath1233.91240OpenAlexW3123979261MaRDI QIDQ3100367
Victor DeMiguel, Francisco J. Nogales
Publication date: 24 November 2011
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/2f897b95da9c7635ae9c075b5c67cf3def7eea69
robust statisticsportfolio choiceeconometricsestimation errorportfolio investmentminimum-variance portfolios
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