Is being ``robust'' beneficial? A perspective from the Indian market (Q2166065)
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scientific article
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| English | Is being ``robust'' beneficial? A perspective from the Indian market |
scientific article |
Statements
Is being ``robust'' beneficial? A perspective from the Indian market (English)
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23 August 2022
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robust portfolio optimization
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VaR
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CVaR
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S\&P BSE 30
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S\&P BSE 100
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0.7794768810272217
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0.7785318493843079
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0.7749977707862854
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0.7695536613464355
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