Quantitative portfolio selection: using density forecasting to find consistent portfolios (Q2028791)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantitative portfolio selection: using density forecasting to find consistent portfolios |
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Quantitative portfolio selection: using density forecasting to find consistent portfolios (English)
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3 June 2021
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portfolio selection
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mean-variance optimisation
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portfolio optimisation
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estimation errors
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