Estimation of Optimal Portfolio Weights Under Parameter Uncertainty and User-Specified Constraints: A Perturbation Method
Crossref DOI link: https://doi.org/10.1080/15598608.2013.795125
Published Online: 2014-05-05
Published Print: 2014-07-03
Update policy: https://doi.org/10.1080/tandf_crossmark_01
Bennett, Christopher J.
Zitikis, Ričardas
Peer Review Statement: The publishing and review policy for this title is described in its Aims & Scope.
Aim & Scope: http://www.tandfonline.com/action/journalInformation?show=aimsScope&journalCode=ujsp20