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
Bimurat, Zhanar
Abdibekov, Darkhan U.
Shukayev, Dulat N.
Kim, Yekaterina R.
Shukayev, Malik D. http://orcid.org/0000-0002-4831-9569
Text and Data Mining valid from 2019-09-01
Version of Record valid from 2019-09-01
Article History
Revised: 28 May 2019
First Online: 6 September 2019