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Article: A generalized pivotal quantity approach to portfolio selection

TitleA generalized pivotal quantity approach to portfolio selection
Authors
Keywordsgeneralized confidence intervals
Generalized pivotal quantity
portfolio selection
Issue Date2017
Citation
Journal of Applied Statistics, 2017, v. 44 n. 8, p. 1402-1420 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/248577
ISSN
2019 Impact Factor: 1.031
2015 SCImago Journal Rankings: 0.501
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorYu, PLH-
dc.contributor.authorMathew, T-
dc.contributor.authorZhu, Y-
dc.date.accessioned2017-10-18T08:45:20Z-
dc.date.available2017-10-18T08:45:20Z-
dc.date.issued2017-
dc.identifier.citationJournal of Applied Statistics, 2017, v. 44 n. 8, p. 1402-1420-
dc.identifier.issn0266-4763-
dc.identifier.urihttp://hdl.handle.net/10722/248577-
dc.languageeng-
dc.relation.ispartofJournal of Applied Statistics-
dc.subjectgeneralized confidence intervals-
dc.subjectGeneralized pivotal quantity-
dc.subjectportfolio selection-
dc.titleA generalized pivotal quantity approach to portfolio selection-
dc.typeArticle-
dc.identifier.emailYu, PLH: plhyu@hku.hk-
dc.identifier.emailZhu, Y: edithzhu@hku.hk-
dc.identifier.authorityYu, PLH=rp00835-
dc.identifier.doi10.1080/02664763.2016.1214241-
dc.identifier.scopuseid_2-s2.0-84980000628-
dc.identifier.hkuros282303-
dc.identifier.volume44-
dc.identifier.issue8-
dc.identifier.spage1402-
dc.identifier.epage1420-
dc.identifier.eissn1360-0532-
dc.identifier.isiWOS:000400848600006-
dc.identifier.issnl0266-4763-

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