Portfolio optimization using rank correlation
Chanaka Edirisinghe; Wenjun Zhou
| Year of publication: |
2014
|
|---|---|
| Authors: | Edirisinghe, Chanaka ; Zhou, Wenjun |
| Published in: |
Op - So. - Hershey, Pa. : Business Science Reference. - 2014, p. 1866-1879
|
| Subject: | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Ranking-Verfahren | Ranking method | Theorie | Theory | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010371293