Robust Portfolio Optimization with Multi-Factor Stochastic Volatility
Crossref DOI link: https://doi.org/10.1007/s10957-020-01687-w
Published Online: 2020-06-06
Published Print: 2020-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yang, Ben-Zhang
Lu, Xiaoping http://orcid.org/0000-0003-1090-8437
Ma, Guiyuan
Zhu, Song-Ping
Text and Data Mining valid from 2020-06-06
Version of Record valid from 2020-06-06
Article History
Received: 13 November 2019
Accepted: 13 May 2020
First Online: 6 June 2020