Optimal asset allocation: Risk and information uncertainty-Reference-Cited by-同舟云学术

Optimal asset allocation: Risk and information uncertainty

Published:2016-06 Issue:2 Volume:251 Page:554-561
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Yam Sheung Chi Phillip,Yang Hailiang,Yuen Fei Lung

Funder

The Hong Kong RGC GRF

The Chinese University of Hong Kong

Hong Kong Special Administrative Region

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference29 articles.

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