Robust Portfolio Construction

被引：5
|
作者：
Martin, R. Douglas [1 ]
Clark, Andrew [2 ]
Green, Christopher G. [1 ]
机构：
[1] Univ Washington, Dept Stat, Seattle, WA 98195 USA
[2] Thomson Reuters Indices, New York, NY USA
来源：
HANDBOOK OF PORTFOLIO CONSTRUCTION: CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUE | 2010年
关键词：
EFFICIENCY;
D O I：
10.1007/978-0-387-77439-8_11
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：337 / +
页数：4
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