The robustness of portfolio optimization models : an empirical comparative analysis
Year of publication: |
[2018]
|
---|---|
Authors: | Pavlou, Antonis ; Doumpos, Michalis ; Zopounidis, Constantin |
Published in: |
Perspectives, trends, and applications in corporate finance and accounting. - Hershey, Pa. : IGI Global, ISBN 978-1-5225-6114-9. - 2018, p. 210-229
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
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