Robust Markowitz mean-variance portfolio selection under ambiguous covariance matrix
Year of publication: |
2018
|
---|---|
Authors: | Ismail, Amine ; Pham, Huyên |
Published in: |
Mathematical Finance. - Wiley, ISSN 0960-1627, ZDB-ID 1481288-5. - Vol. 29.2018, 1 (11.02.), p. 174-207
|
Publisher: |
Wiley |
Saved in:
Online Resource
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