Portfolio models with robust estimators

Speaker:  Stefano Benati - Università di Trento
  Tuesday, May 15, 2018 at 2:30 PM Sala riunioni II piano
Variance estimators that are robust. The Optimal Median portfolio model. The Median/Risk portfolio models, integer linear
programming formulation, experimental results.
Contact person: Romeo Rizzi

Programme Director

External reference
Publication date
May 7, 2018