Quantitative portfolio selection: using density forecasting to find consistent portfolios (Q2028791)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantitative portfolio selection: using density forecasting to find consistent portfolios |
scientific article |
Statements
Quantitative portfolio selection: using density forecasting to find consistent portfolios (English)
0 references
3 June 2021
0 references
portfolio selection
0 references
mean-variance optimisation
0 references
portfolio optimisation
0 references
estimation errors
0 references
