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Portfolio optimization: Empirical test on MV, MAD and CVAR models

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Portfolio optimization: Empirical test on MV, MAD and CVAR models

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Parreño García, JI. (2015). Portfolio optimization: Empirical test on MV, MAD and CVAR models. http://hdl.handle.net/10251/55783.

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Title: Portfolio optimization: Empirical test on MV, MAD and CVAR models
Author:
Director(s): Halikias, George
UPV Unit: Universitat Politècnica de València. Escuela Técnica Superior de Ingenieros Industriales - Escola Tècnica Superior d'Enginyers Industrials
Read date / Event date:
2015-07
Issued date:
Abstract:
Consulta en la Biblioteca ETSI Industriales (Riunet)


[en] One of the major problems faced by investors is how much and in which quantity should they allocate their assets; which is the equilibrium point between risk and return? This issue has been thoroughly studied since ...[+]
Subjects: Consulta en la Biblioteca ETSI Industriales , Análisis empírico
Copyrigths: Cerrado
degree: Ingeniero Industrial-Enginyer Industrial
Type: Proyecto/Trabajo fin de carrera/grado

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