London, András, Gera, Imre, Bánhelyi, Balázs:
Markowitz Portfolio Selection Using Various Estimators of Expected Returns and Filtering Techniques for Correlation Matrices.
Acta Polytechnica Hungarica, 15 (1).
pp. 217-229.
ISSN 17858860
(2018)
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| Item Type: | Article |
|---|---|
| Szerzők száma: | 3 |
| Journal or Publication Title: | Acta Polytechnica Hungarica |
| Date: | 2018 |
| Volume: | 15 |
| Number: | 1 |
| Page Range: | pp. 217-229 |
| ISSN: | 17858860 |
| Faculty: | Faculty of Science and Informatics |
| Institution: | Szegedi Tudományegyetem |
| SWORD language: | angol |
| MTMT id: | 3411269 |
| DOI id: | https://doi.org/10.12700/APH.15.1.2018.1.13 |
| Date Deposited: | 2019. May. 31. 09:07 |
| Last Modified: | 2019. May. 31. 09:07 |
| URI: | http://publicatio.bibl.u-szeged.hu/id/eprint/15647 |
| Web of Science® Times Cited: 1 | View citing articles in Web of Science® |
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