Incorporating estimation errors into portfolio selection: Robust portfolio construction

By Sebastián Ceria, Robert A. Stubbs. 2006

218 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Ocean Engineering, Soil Science

View Paper: https://www.semanticscholar.org/paper/0ba0b489418943f0cdd14450acfcbf276f96b9c8