The impact of covariance misspecification in risk-based portfolios
Crossref DOI link: https://doi.org/10.1007/s10479-017-2474-7
Published Online: 2017-03-22
Published Print: 2017-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ardia, David
Bolliger, Guido
Boudt, Kris
Gagnon-Fleury, Jean-Philippe
Funding for this research was provided by:
IFM2
Industrielle Alliance
License valid from 2017-03-22