Author: Hellmich Martin Kassberger Stefan
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.11, Iss.10, 2011-10, pp. : 1503-1516
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Multivariate Shrinkage for Optimal Portfolio Weights
By Golosnoy Vasyl Okhrin Yarema
The European Journal of Finance, Vol. 13, Iss. 5, 2007-07 ,pp. :
Portfolio Optimization and Mortgage Choice
By Nordfang Maj-Britt Steffensen Mogens
Journal of Risk and Financial Management, Vol. 10, Iss. 1, 2017-01 ,pp. :
Robust and adaptive algorithms for online portfolio selection
By Tsagaris Theodoros Jasra Ajay Adams Niall
Quantitative Finance, Vol. 12, Iss. 11, 2012-11 ,pp. :
Robust portfolio selection under downside risk measures
By Zhu Shushang Li Duan Wang Shouyang
Quantitative Finance, Vol. 9, Iss. 7, 2009-10 ,pp. :