Noise sensitivity of portfolio selection under various risk measures

Imre Kondor (), Szilard Pafka and Gabor Nagy

Journal of Banking & Finance, 2007, vol. 31, issue 5, 1545-1573

Date: 2007
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Citations: View citations in EconPapers (59)

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Working Paper: Noise sensitivity of portfolio selection under various risk measures (2006)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:31:y:2007:i:5:p:1545-1573

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