Performance of Portfolios Optimized with Estimation Error
| Year of publication: |
2007
|
|---|---|
| Authors: | Siegel, Andrew F. ; Woodgate, Artemiza |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 53.2007, 6, p. 1005-1015
|