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1-D-8 Optimal Log-mean Variance Portfolios subject to Cross-Correlation Risk
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- ISHIJIMA Hiroshi
- 中央大学
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- UCHIDA Masaki
- JPモルガン・アセット・マネジメント
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Journal
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- 日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集
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日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集 2011 74-75, 2011-03-17
The Operations Research Society of Japan
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Details 詳細情報について
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- CRID
- 1570572702942226944
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- NII Article ID
- 110009359011
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- NII Book ID
- AN00351206
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- Text Lang
- en
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- Data Source
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- CiNii Articles