Work

Incorporating estimation errors into portfolio selection: Robust portfolio construction

Year: 2006

Type: article

Source: Journal of Asset Management

DOI: 10.1057/palgrave.jam.2240207

Authors: Sebastián Ceria, Robert A Stubbs

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: W2151704366

FWCI: 11.6

Cites: 16

Cited by: 182

Related to: 10