Risk minimization in multi-factor portfolios: What is the best strategy?
Crossref DOI link: https://doi.org/10.1007/s10479-017-2467-6
Published Online: 2017-04-07
Published Print: 2018-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kremer, Philipp J.
Talmaciu, Andreea
Paterlini, Sandra
License valid from 2017-04-07