Portfolio Selection with Robust Estimation
نویسندگان
چکیده
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://www.est.uc3m.es/Nogales
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ورودعنوان ژورنال:
- Operations Research
دوره 57 شماره
صفحات -
تاریخ انتشار 2009