Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach
Maillet, Bertrand, Tokpavi, Sessi, Vaucher, BenoitVolume:
244
Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2015.01.010
Date:
July, 2015
File:
PDF, 1.13 MB
english, 2015