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Noise sensitivity of portfolio selection under various risk measures

Journal of Banking \& Finance, 31(5): 1545--1573, 2007.
Authors: Imre Kondor and Szil{\'a}rd Pafka and G{\'a}bor Nagy
URL: http://www.sciencedirect.com/science/article/B6VCY-4MWPSJ0-2/1/f91d9fb023950146719ca6aa22b36951
Description: Journal of Banking & Finance
Tags: Risk measures
| URL | BibTeX  
@article{Kondor2007,
title = {Noise sensitivity of portfolio selection under various risk measures},
author = {Imre Kondor and Szil{\'a}rd Pafka and G{\'a}bor Nagy},
journal = {Journal of Banking \& Finance},
month = {May},
number = {5},
pages = {1545--1573},
url = {http://www.sciencedirect.com/science/article/B6VCY-4MWPSJ0-2/1/f91d9fb023950146719ca6aa22b36951},
volume = {31},
year = {2007},
description = {Journal of Banking & Finance},
keywords = {Risk measures }
}