Is being ``robust'' beneficial? A perspective from the Indian market (Q2166065)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
23 August 2022
0 references
robust portfolio optimization
0 references
VaR
0 references
CVaR
0 references
S\&P BSE 30
0 references
S\&P BSE 100
0 references
0 references
0 references
