"The impact of covariance misspecification in risk-based portfolios."

David Ardia et al. (2017)

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DOI: 10.1007/S10479-017-2474-7

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - https://dblp.org/rec/journals/anor/ArdiaBBG17
David Ardia, Guido Bolliger, Kris Boudt, Jean-Philippe Gagnon-Fleury:
The impact of covariance misspecification in risk-based portfolios. Ann. Oper. Res. 254(1-2): 1-16 (2017)

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