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Hidden risks in mean-variance optimization : an integrated-risk asset allocation proposal
Fernandes, José Luiz Barros; Ornelas, José Renato Haas - In: Interest rate models, asset allocation and quantitative …, (pp. 112-133). 2010
Persistent link: https://www.econbiz.de/10003940920
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Hidden risks in mean-variance optimization : an integrated-risk asset allocation proposal
Fernandes, José Luiz Barros; Ornelas, José Renato Haas - In: Interest rate models, asset allocation and quantitative …, (pp. 112-133). 2010
Persistent link: https://www.econbiz.de/10008746623
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Combining equilibrium, resampling, and analysts' views in portfolio optimization
Fernandes, José Luis Barros; Ornelas, José Renato Haas; … - In: Portfolio and risk management for central banks and …, (pp. 75-84). 2011
Persistent link: https://www.econbiz.de/10009405187