File Download

There are no files associated with this item.

  Links for fulltext
     (May Require Subscription)
Supplementary

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
2023 Impact Factor: 1.2
2023 SCImago Journal Rankings: 0.545
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-

Export via OAI-PMH Interface in XML Formats


OR


Export to Other Non-XML Formats