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Maziar Sahamkhadam
Publication Activity (10 Years)
Years Active: 2022-2022
Publications (10 Years): 1
Top Topics
Stock Exchange
Portfolio Optimization
Random Variables
Portfolio Management
Top Venues
Eur. J. Oper. Res.
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Publications
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Maziar Sahamkhadam
,
Andreas Stephan
,
Ralf Östermark
Copula-based Black-Litterman portfolio optimization.
Eur. J. Oper. Res.
297 (3) (2022)