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

Name: Enhancing Portfolio Performance: Incorporating Parameter Uncertainties in Zero-Beta Strategies
Creator: Pontifical Catholic University of Parana
Published: 2025-01-01T00:00:00+08:00

Harvard Dataverse2025-01-30 更新2026-04-09 收录

量化投资策略

组合优化

数据链接：

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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资源简介：

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

提供机构：

Pontifical Catholic University of Parana

创建时间：

2025-01-01