Static Mean-Variance portfolio optimization under general sources of uncertainty
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Published:2018-06-01
Issue:2
Volume:14
Page:387
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ISSN:2220-5810
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Container-title:Pakistan Journal of Statistics and Operation Research
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language:
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Short-container-title:Pak.j.stat.oper.res.
Author:
Keykhaei Reza,Panahbehagh Bardia
Publisher
Pakistan Journal of Statistics and Operation Research
Subject
Management Science and Operations Research,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability