What do robust equity portfolio models really do? (Q2393346)
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scientific article; zbMATH DE number 6196258
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| English | What do robust equity portfolio models really do? |
scientific article; zbMATH DE number 6196258 |
Statements
What do robust equity portfolio models really do? (English)
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7 August 2013
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robust portfolio optimization
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robustness of equity portfolios
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fundamental factors
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fama-French three-factor model
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regression analysis
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0.8334367871284485
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0.780970573425293
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0.7718174457550049
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0.7672907114028931
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0.7659680843353271
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