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The journal of investment strategies
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ECONIS (ZBW)
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Insights into robust optimization : decomposing into mean-variance and risk-based portfolios
Heckel, Thomas
;
Carvalho, Raul Leote de
;
Lu, Xiao
; …
- In:
The journal of investment strategies
6
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011668116
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Factor investing : get your exposures right!
Soupé, François
;
Lu, Xiao
;
Carvalho, Raul Leote de
- In:
The journal of investment strategies
8
(
2019
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012140130
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