Work

Applications of Robust Statistics in Portfolio Theory

Year: 2012

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2180460

Author: Bartosz Kaszuba

Institutions: Wroclaw University of Economics and Business, University of Business in Wrocław

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3121696685

Cites: 55

Cited by: 2

Related to: 10