Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios

31 juil 2017

Authors: Mazin A.M. Al Janabi; Jose Arreola Hernandez; Theo Berger; Duc Khuong Nguyen

Journal: European Journal of Operational Research

Publisher: Elsevier BV

Issn: 0377-2217

Link: https://doi.org/10.1016/j.ejor.2016.11.019

Volume: 259

Issue: 3

Year: 2017

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