Work

Can robust portfolio optimisation help to build better portfolios?

Year: 2007

Type: article

Source: Journal of Asset Management

DOI: 10.1057/palgrave.jam.2250049

Author: Bernd Scherer

Institution: Morgan Stanley (United Kingdom)

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2087009359

FWCI: 2.871

Cites: 16

Cited by: 61

Related to: 10