On the impact of semidefinite positive correlation measures in portfolio theory
Sergio Ortobelli, Tomáš Tichý
| Year of publication: |
2015
|
|---|---|
| Authors: | Ortobelli, Sergio ; Tichý, Tomáš |
| Published in: |
Annals of operations research ; 235. - New York, NY : Springer. - 2015, p. 625-652
|
| Subject: | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-015-1962-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011487064