A Portfolio Optimization Approach with a Large Number of Assets : Applications to the US and Korean Stock Markets
| Year of publication: |
2018
|
|---|---|
| Authors: | Lee, Miyoung ; Kim, Jihun ; Oh, Sekyung |
| Published in: |
Asia-Pacific Journal of Financial Studies. - Wiley, ISSN 2041-9945, ZDB-ID 2548470-9. - Vol. 47.2018, 5 (02.11.), p. 634-659
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/ajfs.12233 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012087798