Applications of robust statistics in the portfolio theory
Group publication title: Creator: Subject and Keywords:robust statistics ; portfolio asset allocations ; robust portfolio estimation ; robust risk measures
Description:Mathematical Economics, 2012, Nr 8 (15), s. 63-82
Abstrakt: Publisher:Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Place of publication: Date: Resource Type: Format: Language: Relation:Mathematical Economics, 2012, Nr 8 (15)
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