Zehao Chen, Ph.D. - Publications
Affiliations: | 2008 | Stanford University, Palo Alto, CA |
Area:
Statistics, FinanceYear | Citation | Score | |||
---|---|---|---|---|---|
2011 | Lai TL, Xing H, Chen Z. Mean–variance portfolio optimization when means and covariances are unknown The Annals of Applied Statistics. 5: 798-823. DOI: 10.2139/Ssrn.1694057 | 0.361 | |||
Show low-probability matches. |