Statistics
Publications
2
Citations
34
H-Index
2
Active since
2021
Affiliations
Paul Sargen is an author at Rice University specializing in finance, risk-return analysis, and business.
Publications per year
2021–2021
2
2
The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization
Sander Gerber, Harry M. Markowitz, Philip Ernst et al. · SSRN Electronic Journal · 2021 · 13 citations · Full text
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