Work

Efficient global portfolios: Big data and investment universes

Year: 2013

Type: article

Source: IBM Journal of Research and Development

DOI: 10.1147/jrd.2013.2272483

Authors: J. B. Guerard, S. T. Rachev, B. P. Shao

Institution: Stony Brook University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2073757338

FWCI: 9.563

Cites: 36

Cited by: 62

Related to: 10