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Shocks-adaptive Robust Minimum Variance Portfolio for a Large Universe of Assets

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Fan, Qingliang, Wu, Ruike, Yang, Yanrong
Formato:	Preprint
Publicado:	2024
Materias:	Portfolio Management Methodology
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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