Improved estimation of optimal portfolio with an application to the US stock market

Yuanyuan ZHU, Leung Ho Philip YU, Thomas MATHEW

Research output: Contribution to journalArticlespeer-review

1 Citation (Scopus)

Fingerprint

Dive into the research topics of 'Improved estimation of optimal portfolio with an application to the US stock market'. Together they form a unique fingerprint.

Keyphrases

Economics, Econometrics and Finance