Penalizing variances for higher dependency on factors
- Publisher
- ROUTLEDGE JOURNALS
- Issue Date
- 2017-04
- Language
- English
- Article Type
- Editorial Material
- Keywords
ROBUST PORTFOLIO OPTIMIZATION; SELECTION; RISK; MODELS; RETURNS; MARKETS; TRENDS
- Citation
QUANTITATIVE FINANCE, v.17, no.4, pp.479 - 489
- ISSN
- 1469-7688
- Appears in Collection
- IE-Journal Papers(저널논문)
- Files in This Item
- There are no files associated with this item.
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