The robustness of portfolio optimization models : an empirical comparative analysis
Antonis Pavlou, Michalis Doumpos, Constantin Zopounidis
| Year of publication: |
[2018]
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|---|---|
| Authors: | Pavlou, Antonis ; Doumpos, Michalis ; Zopounidis, Constantin |
| Published in: |
Perspectives, trends, and applications in corporate finance and accounting. - Hershey, Pa. : IGI Global, ISBN 978-1-5225-6114-9. - 2018, p. 210-229
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.4018/978-1-5225-6114-9.ch008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011876968