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Article: A generalized pivotal quantity approach to portfolio selection

TitleA generalized pivotal quantity approach to portfolio selection
Authors
Yu, PLHMathew, TZhu, Y
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?
DOI: http://dx.doi.org/10.1080/02664763.2016.1214241
Persistent Identifierhttp://hdl.handle.net/10722/248577
ISSN
0266-4763
2021 Impact Factor: 1.416
2020 SCImago Journal Rankings: 0.509
ISI Accession Number ID
WOS:000400848600006

 

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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