Theoretical and empirical estimates of mean-variance portfolio sensitivity

Palczewski, A and Palczewski, J (2014) Theoretical and empirical estimates of mean-variance portfolio sensitivity. European Journal of Operational Research, 234 (2). 402 - 410. ISSN 0377-2217

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Authors/Creators:
  • Palczewski, A
  • Palczewski, J
Copyright, Publisher and Additional Information: © 2014, Elsevier. This is an author produced version of a paper published in European Journal of Operational Research. Uploaded in accordance with the publisher's self-archiving policy.
Dates:
  • Published: 16 April 2014
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds) > Applied Mathematics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 09 Jun 2014 09:56
Last Modified: 17 Jan 2018 07:10
Published Version: http://dx.doi.org/10.1016/j.ejor.2013.04.018
Status: Published
Publisher: Elsevier
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.ejor.2013.04.018

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