Robust portfolios that do not tilt factor exposure

European Journal of Operational Research, Volume 234, Issue 2, pp411-421, April 2014.

Author(s):

Woo Chang Kim

Min Jeong Kim

Jang Ho Kim

European Journal of Operational Research, Volume 234, Issue 2, pp411-421, April 2014.
Type: Academic publication
Date: le 01/01/2014
Source : European Journal of Operational Research

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