"Robust portfolios that do not tilt factor exposure."

Woo Chang Kim et al. (2014)

> Home

Details and statistics

DOI: 10.1016/J.EJOR.2013.03.029

access: closed

type: Journal Article

metadata version: 2025-05-31

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/eor/KimKKF14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/KimKKF14
Woo Chang Kim, Min Jeong Kim, Jang Ho Kim, Frank J. Fabozzi:
Robust portfolios that do not tilt factor exposure. Eur. J. Oper. Res. 234(2): 411-421 (2014)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.