Safe Portfolio Optimization. / Watkins, Chris; Macrae, Robert.

Proc. IX Int. Symp. of Applied Stochastic Models and Data Analysis: Quantitative Methods in Business and Industry Society. 1999.

Research output: Chapter in Book/Report/Conference proceedingChapter

Published

Standard

Safe Portfolio Optimization. / Watkins, Chris; Macrae, Robert.

Proc. IX Int. Symp. of Applied Stochastic Models and Data Analysis: Quantitative Methods in Business and Industry Society. 1999.

Research output: Chapter in Book/Report/Conference proceedingChapter

Harvard

Watkins, C & Macrae, R 1999, Safe Portfolio Optimization. in Proc. IX Int. Symp. of Applied Stochastic Models and Data Analysis: Quantitative Methods in Business and Industry Society.

APA

Watkins, C., & Macrae, R. (1999). Safe Portfolio Optimization. In Proc. IX Int. Symp. of Applied Stochastic Models and Data Analysis: Quantitative Methods in Business and Industry Society

Vancouver

Watkins C, Macrae R. Safe Portfolio Optimization. In Proc. IX Int. Symp. of Applied Stochastic Models and Data Analysis: Quantitative Methods in Business and Industry Society. 1999

Author

Watkins, Chris ; Macrae, Robert. / Safe Portfolio Optimization. Proc. IX Int. Symp. of Applied Stochastic Models and Data Analysis: Quantitative Methods in Business and Industry Society. 1999.

BibTeX

@inbook{1b4a7963c26c438397837528ae56b585,
title = "Safe Portfolio Optimization",
author = "Chris Watkins and Robert Macrae",
year = "1999",
language = "English",
booktitle = "Proc. IX Int. Symp. of Applied Stochastic Models and Data Analysis",

}

RIS

TY - CHAP

T1 - Safe Portfolio Optimization

AU - Watkins, Chris

AU - Macrae, Robert

PY - 1999

Y1 - 1999

M3 - Chapter

BT - Proc. IX Int. Symp. of Applied Stochastic Models and Data Analysis

ER -