Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Al Janabi, Mazin A.M. and Arreola Hernandez, Jose and Berger, Theo and Nguyen, Duc Khuong (2016): Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. Published in: European Journal of Operational Research , Vol. 259, No. 3 (2017): pp. 1121-1131. |
Classification: | C5 - Econometric Modeling ; G11 - Portfolio Choice ; G17 - Financial Forecasting |
Source: | BASE |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015259314