Robust Portfolio Optimization Models When Stock Returns Are a Mixture of Normals

Author(s):  
Polen Arabacı ◽  
Burak Kocuk
Author(s):  
Dessislava A. Pachamanova ◽  
Petter N. Kolm ◽  
Frank J. Fabozzi ◽  
Sergio M. Focardi

2020 ◽  
Vol 292 (1) ◽  
pp. 533-552 ◽  
Author(s):  
Panos Xidonas ◽  
Ralph Steuer ◽  
Christis Hassapis

2020 ◽  
Vol 186 (1) ◽  
pp. 264-298
Author(s):  
Ben-Zhang Yang ◽  
Xiaoping Lu ◽  
Guiyuan Ma ◽  
Song-Ping Zhu

Sign in / Sign up

Export Citation Format

Share Document