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"The efficient frontiers of mean-variance portfolio rules under ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Andrew Paskaramoorthy, Tim Gebbie, Terence L. van Zyl (2021)

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DOI: —

access: closed

type: Conference or Workshop Paper

metadata version: 2021-12-10

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  - electronic edition @ ieee.org
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  dblp key:
  - conf/fusion/PaskaramoorthyG21
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  persistent URL:
  - https://dblp.org/rec/conf/fusion/PaskaramoorthyG21
Andrew Paskaramoorthy, Tim Gebbie, Terence L. van Zyl:
The efficient frontiers of mean-variance portfolio rules under distribution misspecification. FUSION 2021: 1-8

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last updated on 2021-12-10 09:50 CET by the dblp team

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