Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach (Q2231329)
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| Language | Label | Description | Also known as |
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| English | Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach |
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Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach (English)
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29 September 2021
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model risk
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robust portfolio selection
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mean-variance portfolio
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Kullback-Leibler divergence
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