On the impact of semidefinite positive correlation measures in portfolio theory
Crossref DOI link: https://doi.org/10.1007/s10479-015-1962-x
Published Online: 2015-09-01
Published Print: 2015-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ortobelli, Sergio
Tichý, Tomáš
Text and Data Mining valid from 2015-09-01