Testing the Markowitz Portfolio Optimization Method with Filtered Correlation Matrices

Gera, Imre, Bánhelyi, Balázs, London, András: Testing the Markowitz Portfolio Optimization Method with Filtered Correlation Matrices.
In: Middle-European Conference on Applied Theoretical Computer Science (MATCOS 2016). Institut Jožef Stefan, Ljubljana, pp. 44-47. (2016) ISBN 9789612641047

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Item Type: Book Section
Date: 2016
Number of Pages: 4
Page Range: pp. 44-47
ISBN: 9789612641047
Publisher: Institut Jožef Stefan
Place of Publication: Ljubljana
Faculty: Faculty of Science and Informatics
Institution: Szegedi Tudományegyetem
MTMT id: 3248069
DOI id: https://doi.org/10.13140/RG.2.2.20058.13764
Date Deposited: 2019. Dec. 19. 15:38
Last Modified: 2019. Dec. 19. 15:38
URI: http://publicatio.bibl.u-szeged.hu/id/eprint/17724

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