Noise sensitivity of portfolio selection under various risk measures
| Year of publication: |
2007
|
|---|---|
| Authors: | Kondor, Imre ; Pafka, Szilárd ; Nagy, Gábor |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 31.2007, 5, p. 1545-1574
|