Enhancing Portfolio Performance: Incorporating Parameter Uncertainties in Zero-Beta Strategies

Name: Enhancing Portfolio Performance: Incorporating Parameter Uncertainties in Zero-Beta Strategies
Creator: Harvard Dataverse
Published: 2025-01-22T12:15:49+08:00

DataCite Commons2025-01-30 更新2025-04-15 收录

量化投资组合优化

零贝塔策略

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https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/VQK5ZT 数据链接链接失效反馈

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Research data used in the paper entitled "Enhancing Portfolio Performance: Incorporating Parameter Uncertainties in Zero-Beta Strategies" published in Revista Brasileira de Gestão de Negócios (RBGN) V27, n1 (2025) Access: https://rbgn.fecap.br/RBGN

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Harvard Dataverse

创建时间：

2025-01-22

Enhancing Portfolio Performance: Incorporating Parameter Uncertainties in Zero-Beta Strategies

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