DC Field | Value | Language |
---|---|---|
dc.contributor.author | Kim, Jang Ho | ko |
dc.contributor.author | Kim, Woo Chang | ko |
dc.contributor.author | Fabozzi, Frank J. | ko |
dc.date.accessioned | 2017-05-10T04:15:33Z | - |
dc.date.available | 2017-05-10T04:15:33Z | - |
dc.date.created | 2016-11-22 | - |
dc.date.created | 2016-11-22 | - |
dc.date.issued | 2017-04 | - |
dc.identifier.citation | QUANTITATIVE FINANCE, v.17, no.4, pp.479 - 489 | - |
dc.identifier.issn | 1469-7688 | - |
dc.identifier.uri | http://hdl.handle.net/10203/223597 | - |
dc.language | English | - |
dc.publisher | ROUTLEDGE JOURNALS | - |
dc.subject | ROBUST PORTFOLIO OPTIMIZATION | - |
dc.subject | SELECTION | - |
dc.subject | RISK | - |
dc.subject | MODELS | - |
dc.subject | RETURNS | - |
dc.subject | MARKETS | - |
dc.subject | TRENDS | - |
dc.title | Penalizing variances for higher dependency on factors | - |
dc.type | Article | - |
dc.identifier.wosid | 000395715500001 | - |
dc.identifier.scopusid | 2-s2.0-84988632633 | - |
dc.type.rims | ART | - |
dc.citation.volume | 17 | - |
dc.citation.issue | 4 | - |
dc.citation.beginningpage | 479 | - |
dc.citation.endingpage | 489 | - |
dc.citation.publicationname | QUANTITATIVE FINANCE | - |
dc.identifier.doi | 10.1080/14697688.2016.1220677 | - |
dc.contributor.localauthor | Kim, Woo Chang | - |
dc.contributor.nonIdAuthor | Kim, Jang Ho | - |
dc.contributor.nonIdAuthor | Fabozzi, Frank J. | - |
dc.description.isOpenAccess | N | - |
dc.type.journalArticle | Editorial Material | - |
dc.subject.keywordPlus | ROBUST PORTFOLIO OPTIMIZATION | - |
dc.subject.keywordPlus | SELECTION | - |
dc.subject.keywordPlus | RISK | - |
dc.subject.keywordPlus | MODELS | - |
dc.subject.keywordPlus | RETURNS | - |
dc.subject.keywordPlus | MARKETS | - |
dc.subject.keywordPlus | TRENDS | - |
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