Robust asset allocation, series "Portfolio Management"

被引:0
|
作者
Rilinger, Carsten [1 ]
机构
[1] Ernst & Young AG, Global Financial Serv, Munich, Germany
来源
关键词
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:519 / 520
页数:2
相关论文
共 50 条
  • [1] Robust Portfolio Asset Allocation
    Grossi, Luigi
    Laurini, Fabrizio
    NEW PERSPECTIVES IN STATISTICAL MODELING AND DATA ANALYSIS, 2011, : 301 - 309
  • [2] Robust portfolio asset allocation and risk measures
    Scutella, Maria Grazia
    Recchia, Raffaella
    4OR-A QUARTERLY JOURNAL OF OPERATIONS RESEARCH, 2010, 8 (02): : 113 - 139
  • [3] Robust portfolio asset allocation and risk measures
    Scutella, Maria Grazia
    Recchia, Raffaella
    ANNALS OF OPERATIONS RESEARCH, 2013, 204 (01) : 145 - 169
  • [4] Robust portfolio asset allocation and risk measures
    Maria Grazia Scutellà
    Raffaella Recchia
    Annals of Operations Research, 2013, 204 : 145 - 169
  • [5] Robust portfolio asset allocation and risk measures
    Maria Grazia Scutellà
    Raffaella Recchia
    4OR, 2010, 8 : 113 - 139
  • [6] Risk Budgeting and Asset Allocation in Portfolio Management
    Wang Hai
    Han Botang
    Meng Si
    PROCEEDINGS OF 2010 INTERNATIONAL CONFERENCE ON RISK AND RELIABILITY MANAGEMENT, 2010, : 186 - +
  • [7] Robust portfolio allocation under discrete asset choice constraints
    Gülpnar N.
    Katata K.
    Pachamanova D.A.
    Journal of Asset Management, 2011, 12 (1) : 67 - 83
  • [8] Asset Allocation and Optimal Contract for Delegated Portfolio Management
    Liu, Jingjun
    Liang, Jianfeng
    CUTTING-EDGE RESEARCH TOPICS ON MULTIPLE CRITERIA DECISION MAKING, PROCEEDINGS, 2009, 35 : 713 - 720
  • [9] Efficient asset management: A practical guide to stock portfolio optimization and asset allocation.
    Ma, TS
    REVIEW OF FINANCIAL STUDIES, 2001, 14 (03): : 901 - 904
  • [10] Robust asset allocation
    Tütüncü, RH
    Koenig, M
    ANNALS OF OPERATIONS RESEARCH, 2004, 132 (1-4) : 157 - 187