Etd
Portfolio Optimization Based on Robust Estimation Procedures
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open in viewerImplemented robust regressio technology in portfolio optimization. Constructed optimized portfolio based on robust regression estimations. Compared the portfolio performance with optimized portfolio which is based on ordinary least square estimation.
- Creator
- Contributeurs
- Degree
- Unit
- Publisher
- Language
- English
- Identifier
- etd-0430104-144655
- Mot-clé
- Advisor
- Defense date
- Year
- 2004
- Date created
- 2004-04-30
- Resource type
- Rights statement
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