Noise sensitivity of portfolio selection under various risk measures
| Year of publication: |
2007
|
|---|---|
| Authors: | Kondor, Imre ; Pafka, Szilard ; Nagy, Gabor |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 31.2007, 5, p. 1545-1573
|
| Publisher: |
Elsevier |