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 752905-3. - Vol. 31.2007, 5, p. 1545-1573
|
Subject: | Portfolio-Management | Portfolio selection |
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