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Journal description
All volumes of the corresponding journal
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All articles of the corresponding issues
Details for article 5 of 5 found articles
| Title: |
What really happens if the positive definiteness requirement on the covariance matrix of returns is relaxed in efficient portfolio selection? |
| Author: |
Kwan, Clarence C. Y. |
| Appeared in: |
Financial markets and portfolio management |
| Paging: | Volume 32 (2018) nr. 1 pages 77-110 |
| Year: |
2018 |
| Contents: | |
| Publisher: |
Springer US, New York |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 5 of 5 found articles
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