Distribution assumptions and risk constraints in portfolio optimization
Work
Year: 2005
Type: article
Source: Computational Management Science
Author Dietmar Maringer
Institution University of Erfurt
Cites: 20
Cited by: 15
Related to: 10
FWCI: 1.578
Citation percentile (by year/subfield): 79.23
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed