Work

Mean-Variance Portfolia Optimization When Means and Covariances are Unknown

Year: 2010

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1694057

Authors: Haipeng Xing, Tze Leung Lai, Zehao Chen

Institutions: Stony Brook University, Stanford University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2051012162

Cites: 27

Cited by: 11

Related to: 10