Markowitz Portfolio Selection Using Various Estimators of Expected Returns and Filtering Techniques for Correlation Matrices

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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