Portfolio Selection with Robust Estimation
نویسندگان
چکیده
منابع مشابه
Portfolio Selection with Robust Estimation
Portfolio Selection with Robust Estimation Victor DeMiguel Department of Management Science and Operations, London Business School, Regent’s Park, London NW1 4SA, UK, [email protected], http://faculty.london.edu/avmiguel/ Francisco J. Nogales Department of Statistics, Universidad Carlos III de Madrid, Avda. de la Universidad 30, 28911-Leganés (Madrid), Spain, [email protected], http:/...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2009
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.1080.0566