Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach (Q319341)

From MaRDI portal
Revision as of 09:35, 20 June 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach
scientific article

    Statements

    Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach (English)
    0 references
    0 references
    0 references
    0 references
    6 October 2016
    0 references

    Identifiers