Two Extensions to Portfolio Optimization Theory: Asset Allocation Effects when Investors are not Price Takers and a new Methodology to Improve Allocations based on Robust Optimization.

Project Details

Description

Fondecyt Iniciación en Investigación 2017
StatusFinished
Effective start/end date15/11/1731/10/20

Funding

  • Comisión Nacional de Investigación Científica y Tecnológica: CLP29,703,000.00

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