Estimation of optimal portfolio weights under parameter uncertainty and user-specified constraints: a perturbation method (Q2320916)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of optimal portfolio weights under parameter uncertainty and user-specified constraints: a perturbation method |
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Estimation of optimal portfolio weights under parameter uncertainty and user-specified constraints: a perturbation method (English)
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27 August 2019
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portfolio selection
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optimization
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risk
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bootstrap
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resampling
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