Portfolio optimization using a block structure for the covariance matrix
David Disatnik and Saggi Katz
| Year of publication: |
2012
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| 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
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| Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Methodenkritik | Methodological criticism | Industrie | Manufacturing industries | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009575811