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Robust portfolio optimization
Huitong Qiu
, Fang Han
, Han Liu
, Brian Caffo
Operations Research & Financial Engineering
Research output
:
Contribution to journal
›
Conference article
›
peer-review
12
Scopus citations
Overview
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Keyphrases
Asset Returns
100%
Robust Portfolio Optimization
100%
Historical Data
66%
Convergence Rate
33%
Large Portfolio
33%
High Dimension
33%
Oracle
33%
Extreme Events
33%
Weakly Dependent
33%
Optimization Approach
33%
Higher-order Moments
33%
Parametric Rate
33%
Stock Data
33%
Serial Dependence
33%
Quantile Statistics
33%
Economics, Econometrics and Finance
Portfolio Selection
100%
Capital Market Returns
100%