An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment
| Year of publication: |
2012
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|---|---|
| Authors: | Leung, Pui-Lam ; Ng, Hon-Yip ; Wong, Wing-Keung |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 222.2012, 1 (1.10.), p. 85-96
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