Portfolio Selection with Robust Estimation (Q3100367)

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Portfolio Selection with Robust Estimation
scientific article

    Statements

    title
    Portfolio Selection with Robust Estimation (English)
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    author
    Victor DeMiguel
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    Francisco J. Nogales
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    publication date
    24 November 2011
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    5978547
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    OpenAlex ID
    W3123979261
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