Incorporating estimation errors into portfolio selection: robust portfolio construction
| Year of publication: |
2006
|
|---|---|
| Authors: | Ceria, Sebastian ; Stubbs, Robert A. |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 7.2006-07, 2, p. 109-127
|