Work

Mean–Variance portfolio selection in presence of infrequently traded stocks

Year: 2013

Type: article

Source: European Journal of Operational Research

DOI: 10.1016/j.ejor.2013.04.024

Authors: Rosella Castellano, Roy Cerqueti

Institution: University of Macerata

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2038260366

FWCI: 2.795

Cites: 34

Cited by: 37

Related to: 10