Professor Axel Gandy

Faculty of Natural Sciences, Department of Mathematics

Head of Department of Mathematics & Chair in Statistics

Contact

+44 (0)20 7594 8518a.gandy Website

Location

644Huxley BuildingSouth Kensington Campus

Summary

Publications

Citation

BibTex format

@article{Gandy:2012:10.1111/j.1467-9965.2011.00505.x,
author = {Gandy, A and Veraart, L},
doi = {10.1111/j.1467-9965.2011.00505.x},
journal = {Mathematical Finance},
title = {THE EFFECT OF ESTIMATION IN HIGH-DIMENSIONAL PORTFOLIOS},
url = {http://dx.doi.org/10.1111/j.1467-9965.2011.00505.x},
year = {2012}
}

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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Gandy,A
AU  - Veraart,L
DO  - 10.1111/j.1467-9965.2011.00505.x
PY  - 2012///
TI  - THE EFFECT OF ESTIMATION IN HIGH-DIMENSIONAL PORTFOLIOS
T2  - Mathematical Finance
UR  - http://dx.doi.org/10.1111/j.1467-9965.2011.00505.x
UR  - http://hdl.handle.net/10044/1/18653
ER  -

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