Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios

31 Jul 2017

Multivariate_dependence_and_portfolio_optimization_algorithms

Authors: Mazin A.M. Al Janabi; Jose Arreola Hernandez; Theo Berger; Duc Khuong Nguyen

Journal: European Journal of Operational Research

Publisher: Elsevier BV

Issn: 0377-2217

Link:

Volume: 259

Issue: 3

Year: 2017