Portfolio Optimization with Robust Covariance and Conditional Value-at-Risk Constraints

Fuente: arXiv

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Bibliographic Details
Main Author:	Zhou, Qiqin
Format:	Preprint
Published:	2024
Subjects:	Portfolio Management Econometrics Optimization and Control Mathematical Finance Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2406.00610