Orthant-based variance decomposition in investment portfolios

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

ISSN: 0377-2217

Argitalpen urtea: 2021

Alea: 291

Zenbakia: 2

Orrialdeak: 497-511

Mota: Artikulua

DOI: 10.1016/J.EJOR.2019.11.028 GOOGLE SCHOLAR