Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals
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Publication:2797466
DOI10.1287/opre.2015.1424zbMath1347.91227OpenAlexW1945509387MaRDI QIDQ2797466
Xuan Vinh Doan, Xiao-bo Li, Karthik Natarajan
Publication date: 5 April 2016
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: http://wrap.warwick.ac.uk/73640/1/WRAP_Doan_1074440-wbs-221015-opre-2013-05-231_final.pdf
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Uses Software
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