Combining equilibrium, resampling, and analyst’s views in portfolio optimization
| Year of publication: |
2012
|
|---|---|
| Authors: | Barros Fernandes, José Luiz ; Haas Ornelas, José Renato ; Martínez Cusicanqui, Oscar Augusto |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 36.2012, 5, p. 1354-1362
|