Work

Minimum-Variance Portfolio Composition

Year: 2010

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.2010.2010.1.009

Authors: Roger Clarke, Harindra de Silva, Steven Thorley

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: W2334598263

FWCI: 13.08

Cites: 11

Cited by: 111

Related to: 10