Output details
10 - Mathematical Sciences
University of Sussex
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Output 0 of 0 in the submission
Article title
On the non-stationarity of financial time series: impact on optimal portfolio selection
Type
D - Journal article
Title of journal
Journal of Statistical Mechanics: Theory and Experiment
Article number
-
Volume number
2012
Issue number
-
First page of article
P07025
ISSN of journal
1742-5468
Year of publication
2012
Number of additional authors
2
Additional information
-
Interdisciplinary
-
Cross-referral requested
-
Research group
C - Numerical Analysis & Sci. Comp.
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-