Robust portfolios that do not tilt factor exposure (Q2514712)
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scientific article; zbMATH DE number 6395710
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| default for all languages | No label defined |
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| English | Robust portfolios that do not tilt factor exposure |
scientific article; zbMATH DE number 6395710 |
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Robust portfolios that do not tilt factor exposure (English)
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3 February 2015
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investment analysis
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robust portfolio model
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robustness analysis
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fundamental factors
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0.8334367871284485
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0.8038823008537292
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0.7880448698997498
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0.7736070156097412
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0.7654374241828918
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