Works matching DE "J.P. Morgan Capital Corp."

The impact of covariance misspecification in risk-based portfolios.

Published in:

Annals of Operations Research, 2017, v. 254, n. 1/2, p. 1, doi. 10.1007/s10479-017-2474-7

By:

• Ardia, David;
• Bolliger, Guido;
• Boudt, Kris;
• Gagnon-Fleury, Jean-Philippe

Publication type:

Article