Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it (Q2140218)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it |
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Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it (English)
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20 May 2022
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portfolio optimisation
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multivariate statistics
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homogeneous subsets
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estimation risk
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bootstrap aggregation
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