Reducing estimation risk in optimal portfolio selection when short sales are allowed

Managerial and Decision Economics

Volumn 30, Issue 5, 2009, Pages 281-305

  Alexander, Gordon J ^a   Baptista, Alexandre M ^b   Yan, Shu ^c  

^a GEORGE WASHINGTON UNIVERSITY   (United States)

^b UNIVERSITY OF SOUTH CAROLINA   (United States)

^c UNIVERSITY OF MINNESOTA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 67650338057     PISSN: 01436570     EISSN: 10991468     Source Type: Journal    
DOI: 10.1002/mde.1451     Document Type: Conference Paper

References (25)

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