Portfolio risk and the quantum majorization of correlation matrices
Andrea Fontanari, Iddo Eliazar, Pasquale Cirillo and Cornelis W. Oosterlee
| Year of publication: |
2021
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|---|---|
| Authors: | Fontanari, Andrea ; Eliazar, Iddo ; Cirillo, Pasquale ; Oosterlee, Cornelis Willebrordus |
| Published in: |
IMA journal of management mathematics. - Oxford : Univ. Press, ISSN 1471-6798, ZDB-ID 2045093-X. - Vol. 32.2021, 3, p. 257-282
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| Subject: | majorization | correlation matrix | portfolio risk | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Risikomaß | Risk measure |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/imaman/dpaa011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012503883