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Research on regularized mean–variance portfolio selection strategy with modified Roy safety-first principle

Crossref DOI link: https://doi.org/10.1186/s40064-016-2621-7

Published Online: 2016-06-29

Published Print: 2016-12

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

Authors

Atta Mills, Ebenezer Fiifi Emire https://orcid.org/0000-0002-4977-7270
Yan, Dawen

Yu, Bo

Wei, Xinyuan
Funding

Funding for this research was provided by:

National Nature Science Foundation of China (11571061, 71301017)
License Information

License valid from 2016-06-29