Concepedia

Publication | Open Access

The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization

DOIFull Paper Access

13

Citations

0

References

2021

Year

Sander Gerber, Harry M. Markowitz, Philip Ernst, Yinsen Miao, Babak Javid, Paul Sargen
SSRN Electronic Journal

No additional data available for this publication yet. Check back later!