Robust mean variance

Mestrado em Finanças

Bibliographic Details
Main Author: Cardoso, João Nuno Martins (author)
Format: masterThesis
Language:eng
Published: 2016
Subjects:
Média Variância
Risco de estimação
Estimador robusto
Portfolio tangente
Mean Variance
Estimation risk
Robust estimator
Tangent portfolio
Online Access:http://hdl.handle.net/10400.5/10706
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/10706

Internet

http://hdl.handle.net/10400.5/10706

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