The impact of covariance misspecification in risk-based portfolios (Q126312)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The impact of covariance misspecification in risk-based portfolios |
scientific article |
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254
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1-2
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1-16
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22 March 2017
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25 August 2017
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The impact of covariance misspecification in risk-based portfolios (English)
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covariance misspecification
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Monte Carlo study
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risk-based portfolios
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