Bartosz Kaszuba

Uniwersytet Ekonomiczny we Wrocławiu

Komandorska 118/120

Wroclaw , 53-345

Poland

SCHOLARLY PAPERS

2

DOWNLOADS

278

CITATIONS

0

Scholarly Papers (2)

1.

Applications of Robust Statistics in Portfolio Theory

Mathematical Economics, 8(15), 2012
Number of pages: 19 Posted: 25 Nov 2012 Last Revised: 07 Apr 2013
Bartosz Kaszuba
Uniwersytet Ekonomiczny we Wrocławiu
Downloads 173 (127,661)

Abstract:

robust statistics, portfolio asset allocations, robust portfolio estimation, robust risk measures

2.

Empirical Comparison of Robust Portfolios' Investment Effects

The Review of Finance and Banking, 5, 2013, pp.47-61
Number of pages: 21 Posted: 04 Jun 2012 Last Revised: 25 Mar 2015
Bartosz Kaszuba
Uniwersytet Ekonomiczny we Wrocławiu
Downloads 82 (225,443)

Abstract:

robust portfolios, portfolio optimization, robust estimation, asset allocation, minimum variance portfolio