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Sensitivity of optimal portfolio problems to time-varying parameters: simulation analysis

Crossref DOI link: https://doi.org/10.1057/s41260-019-00132-6

Published Online: 2019-09-06

Published Print: 2019-09

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Bimurat, Zhanar

Abdibekov, Darkhan U.

Shukayev, Dulat N.

Kim, Yekaterina R.

Shukayev, Malik D. https://orcid.org/0000-0002-4831-9569
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Text and Data Mining valid from 2019-09-01

Version of Record valid from 2019-09-01
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Article History

Revised: 28 May 2019

First Online: 6 September 2019