Modeling asset allocations and a new portfolio performance score - Archive ouverte HAL
Article Dans Une Revue Digital Finance Année : 2021

Modeling asset allocations and a new portfolio performance score

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hal-03523835 , version 1 (12-01-2022)

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Ioannis Z. Emiris, Apostolos Chalkis, Emmanouil Christoforou, Theodore Dalamagas. Modeling asset allocations and a new portfolio performance score. Digital Finance, 2021, 3 (3-4), pp.333-371. ⟨10.1007/s42521-021-00040-8⟩. ⟨hal-03523835⟩
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