Multi-period portfolio optimization: Translation of autocorrelation risk to excess variance

Byung Geun Choi, Napat Rujeerapaiboon, Ruiwei Jiang

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Fingerprint

Dive into the research topics of 'Multi-period portfolio optimization: Translation of autocorrelation risk to excess variance'. Together they form a unique fingerprint.

Mathematics

Business & Economics

Engineering & Materials Science