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Results for Asset Allocation

Publications & Outputs

  1. Weighted Least Squares Realized Covariation Estimation

    Li, Y., Nolte, I., Vasios, M., Voev, V. & Xu, Q., 30/04/2022, In: Journal of Banking and Finance. 137, 21 p., 106420.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Generating scenario trees for multi-stage decision problems

    Hoyland, K. & Wallace, S. W., 02/2001, In: Management Science. 47, 2, p. 295-307 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review