A portfolio optimization approach with a large number of assets applications to the US and Korean stock markets

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Asia-Pacific journal of financial studies
1. Verfasser:	Lee, Miyoung (VerfasserIn)
Weitere Verfasser:	Kim, Jihun (VerfasserIn), Oh, Sekyung (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2018
Schlagworte:	Mean-variance portfolio optimization > Singular covariance matrix > Least squares > Out-of-sample performance > Aufsatz in Zeitschrift
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Titel	Jahr	Band
Special issue on entrepreneurial finance and technological innovation	2018	volume 47, number 2, 2018
Special issue: the special issue on finance and ethics	2017	volume 46, issue 2, April 2017
Special issue: the special issue on corporate finance in the global economy : value creation via innovations	2016	volume 45, issue 2, April 2016
Special issue on globalized finance and emerging markets	2015	volume 44, issue 2, April 2015
Special Issue on emerging market finance : firms, markets and governance in the global economy	2013	42.2013,2
Special Issue on corporate governance in emerging markets	2012	41.2012,2
Special Issue on corporate governance in emerging markets	2012	41.2012,3
Special issue on studies of emerging capital markets	2011	40.2011,2
Special issue on studies of market microstructure in emerging markets	2010	39.2010,3