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

London András and Gera Imre and 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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Creators:
London András MTMT
Gera Imre MTMT
Bánhelyi Balázs MTMT
Item Type: Journal 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/Unit: Faculty of Science and Informatics
Institution: University of Szeged (2000-)
Language: English
MTMT rekordazonosító: 3411269
DOI azonosító: https://doi.org/10.12700/APH.15.1.2018.1.13
Date Deposited: 2019. May. 31. 09:07
Last Modified: 2025. Nov. 07. 10:54
URI: http://publicatio.bibl.u-szeged.hu/id/eprint/15647
Web of Science® Times Cited: 2 View citing articles in Web of Science®

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