Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
| Year of publication: |
2007
|
|---|---|
| Authors: | Hirschberger, Markus ; Qi, Yue ; Steuer, Ralph E. |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 177.2007, 3, p. 1610-1625
|
| Publisher: |
Elsevier |