Portfolio selection with robust estimation (Q3100367)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Portfolio selection with robust estimation |
scientific article; zbMATH DE number 5978547
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio selection with robust estimation |
scientific article; zbMATH DE number 5978547 |
Statements
Portfolio Selection with Robust Estimation (English)
0 references
24 November 2011
0 references
portfolio investment
0 references
econometrics
0 references
portfolio choice
0 references
minimum-variance portfolios
0 references
estimation error
0 references
robust statistics
0 references
0.8309245705604553
0 references
0.8290331959724426
0 references
0.8278387784957886
0 references
0.8183451294898987
0 references
0.8131090998649597
0 references
