Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach
| Autor: | Maillet, Bertrand, Tokpavi, Sessi, Vaucher, Benoit |
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| Zdroj: | In European Journal of Operational Research 1 July 2015 244(1):289-299 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect