A practical guide to robust portfolio optimization (Q5014226)
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scientific article; zbMATH DE number 7436809
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A practical guide to robust portfolio optimization |
scientific article; zbMATH DE number 7436809 |
Statements
A practical guide to robust portfolio optimization (English)
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1 December 2021
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robust optimization
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portfolio construction
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mean-variance optimization
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multi-asset
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asset allocation
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