On the non-stationarity of financial time series: impact on optimal portfolio selection (Q3301374)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the non-stationarity of financial time series: impact on optimal portfolio selection |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the non-stationarity of financial time series: impact on optimal portfolio selection |
scientific article |
Statements
On the non-stationarity of financial time series: impact on optimal portfolio selection (English)
0 references
11 August 2020
0 references
0.716633141040802
0 references
0.7162805795669556
0 references
0.7071403861045837
0 references
0.7043223977088928
0 references
0.6981687545776367
0 references
