Combining equilibrium, resampling, and analyst’s views in portfolio optimization
Year of publication: |
2012
|
---|---|
Authors: | Barros Fernandes, José Luiz ; Haas Ornelas, José Renato ; Martínez Cusicanqui, Oscar Augusto |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 36.2012, 5, p. 1354-1362
|
Saved in:
Saved in favorites
Similar items by person
-
Combining equilibrium, resampling, and analyst's views in portfolio optimization
Fernandes, José Luiz Barros, (2012)
-
Minimising operational risk in portfolio allocation decisions
Fernandes, José Luiz Barros, (2009)
-
Hidden risks in mean-variance optimization : an integrated-risk asset allocation proposal
Fernandes, José Luiz Barros, (2010)
- More ...