ROBUST PORTFOLIO OPTIMIZATION USING A SIMPLE FACTOR MODEL

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Date: 2011-10-06 10:33:43 Finance Operations research Mathematical optimization Portfolio optimization Normal distribution Sharpe ratio Robust optimization Mutual fund separation theorem Modern portfolio theory Financial economics Investment Economics		ROBUST PORTFOLIO OPTIMIZATION USING A SIMPLE FACTOR MODEL Add to Reading List Source URL: ima.umn.edu Download Document from Source Website File Size: 448,11 KB Share Document on Facebook

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