Orthant-based variance decomposition in investment portfolios

  1. Giner, J.
Journal:
European Journal of Operational Research

ISSN: 0377-2217

Year of publication: 2021

Volume: 291

Issue: 2

Pages: 497-511

Type: Article

DOI: 10.1016/J.EJOR.2019.11.028 GOOGLE SCHOLAR
Data source: Scopus