Noise sensitivity of portfolio selection under various risk...

Noise sensitivity of portfolio selection under various risk measures

Imre Kondor, Szilárd Pafka, Gábor Nagy
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Volume:
31
Year:
2007
Language:
english
DOI:
10.1016/j.jbankfin.2006.12.003
File:
PDF, 367 KB
english, 2007
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