Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions
Work
Year: 2005
Type: article
Source: Operations Research
Institution Jacobs Levy Equity Management
Cites: 20
Cited by: 111
Related to: 10
FWCI: 5.148
Citation percentile (by year/subfield): 98.19
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: closed