"Portfolio Construction by Mitigating Error Amplification: The ..."

Long Zhao, Deepayan Chakrabarti, Kumar Muthuraman (2019)

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DOI: 10.1287/OPRE.2019.1858

access: closed

type: Journal Article

metadata version: 2021-10-14

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Long Zhao, Deepayan Chakrabarti, Kumar Muthuraman:
Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio. Oper. Res. 67(4): 965-983 (2019)

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