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, (Full Text)

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