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Optimal portfolio diversification via independent component analysis
Lassance, Nathan
;
DeMiguel, Victor
;
Vrins, Frédéric
- In:
Operations research
70
(
2022
)
1
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pp. 55-72
Persistent link: https://www.econbiz.de/10012820639
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A robust perspective on transaction costs in portfolio optimization
Olivares-Nadal, Alba V.
;
DeMiguel, Victor
- In:
Operations research
66
(
2018
)
3
,
pp. 733-739
Persistent link: https://www.econbiz.de/10011884278
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