Robustness properties of mean-variance portfolios (Q3391894)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness properties of mean-variance portfolios |
scientific article |
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Robustness properties of mean-variance portfolios (English)
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13 August 2009
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portfolio optimization
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efficient frontier
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confidence ellipsoid
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