Portfolio Optimization Using a Block Structure for the Covariance Matrix
| Year of publication: |
2012
|
|---|---|
| Authors: | Disatnik, David ; Katz, Saggi |
| Published in: |
Journal of Business Finance & Accounting. - Wiley Blackwell, ISSN 0306-686X. - Vol. 39.2012, 5-6, p. 806-843
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| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010569919