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                                       Details for article 20 of 24 found articles
 
 
  The impact of covariance misspecification in risk-based portfolios
 
 
Title: The impact of covariance misspecification in risk-based portfolios
Author: Ardia, David
Bolliger, Guido
Boudt, Kris
Gagnon-Fleury, Jean-Philippe
Appeared in: Annals of operations research
Paging: Volume 254 (2017) nr. 1-2 pages 1-16
Year: 2017
Contents:
Publisher: Springer US, New York
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 20 of 24 found articles
 
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