Robust minimum variance portfolio optimization modelling...

Economic Modelling 2017 / 08 Vol. 64

Robust minimum variance portfolio optimization modelling under scenario uncertainty

Xidonas, Panos, Hassapis, Christis, Soulis, John, Samitas, Aristeidis
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Volume:
64
Language:
english
Journal:
Economic Modelling
DOI:
10.1016/j.econmod.2017.03.020
Date:
August, 2017
File:
PDF, 809 KB
english, 2017
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