Covariance Based Selection of Risk and Return Factors for Portfolio Optimization


Alali F., TOLGA A. Ç.

The 2016 International Conference of Financial Engineering, Londrina, Brazil, 29 June - 01 July 2016 identifier

  • Publication Type: Conference Paper / Full Text
  • City: Londrina
  • Country: Brazil
  • Galatasaray University Affiliated: Yes