Open AccessOn the Choice of Covariance Specifications for Portfolio Selection Problems
Author(s) -
Alexandre Ferreira,
André Alves Portela Santos
Publication year - 2017
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2818617
Subject(s) - selection (genetic algorithm) , covariance , portfolio , econometrics , computer science , economics , mathematics , financial economics , statistics , artificial intelligence
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