Portfolio optimization using a block structure for the covariance matrix

David Disatnik and Saggi Katz

Year of publication:	2012
Authors:	Disatnik, David ; Katz, Saggi
Published in:	Journal of business finance & accounting : JBFA. - Hudson, NY : John Wiley & Sons Ltd, ISSN 0306-686X, ZDB-ID 192962-8. - Vol. 39.2012, 5/6, p. 806-843
Subject:	Portfolio-Management \| Portfolio selection \| Kapitaleinkommen \| Capital income \| Methodenkritik \| Methodological criticism \| Industrie \| Manufacturing industries \| USA \| United States

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