| Is the MV efficient portfolio really that sensitive to estimation errors? | |
| Chen, ZP; Zhao, CE | |
| 刊名 | ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH
 |
| 2002 | |
| 卷号 | 19期号:2页码:149-168 |
| 关键词 | Lipschitz continuity MV model sensitivity estimation error |
| ISSN号 | 0217-5959 |
| URL标识 | 查看原文 |
| 收录类别 | SSCI ; SCIE ; SCOPUS ; EI |
| WOS记录号 | WOS:000180991500002 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/6612230 |
| 专题 | 西安交通大学 |
| 推荐引用方式 GB/T 7714 | Chen, ZP,Zhao, CE. Is the MV efficient portfolio really that sensitive to estimation errors?[J]. ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH,2002,19(2):149-168. |
| APA | Chen, ZP,&Zhao, CE.(2002).Is the MV efficient portfolio really that sensitive to estimation errors?.ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH,19(2),149-168. |
| MLA | Chen, ZP,et al."Is the MV efficient portfolio really that sensitive to estimation errors?".ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH 19.2(2002):149-168. |
| 个性服务 |
| 查看访问统计 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
修改评论