Introduction to Modern Portfolio optimization with NUOPT and S-PLUS (Q5464463)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2195485
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Introduction to Modern Portfolio optimization with NUOPT and S-PLUS |
scientific article; zbMATH DE number 2195485 |
Statements
Introduction to Modern Portfolio optimization with NUOPT and S-PLUS (English)
0 references
17 August 2005
0 references
portfolio optimization
0 references
resampling
0 references
value-at-risk
0 references
scenario optimization
0 references
robust estimates
0 references
Bayes modeling
0 references
0.8078360557556152
0 references
0.8018497228622437
0 references
0.7909101247787476
0 references
0.7861267924308777
0 references
0.7854884266853333
0 references
