Work

Optimal Portfolios in Good Times and Bad

Year: 1999

Type: article

Source: Financial Analysts Journal

DOI: 10.2469/faj.v55.n3.2273

Authors: George Chow, Eric Jacquier, Mark Kritzman, Kenneth Lowry

Institutions: Boston College, State Street (United States)

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: W2111560705

FWCI: 2.949

Cites: 2

Cited by: 134

Related to: 10