Javier Giner. Orthant-based variance decomposition in investment portfolios. European Journal of Operational Research, 291(2):497-511, 2021. [doi]
@article{Giner21,
title = {Orthant-based variance decomposition in investment portfolios},
author = {Javier Giner},
year = {2021},
doi = {10.1016/j.ejor.2019.11.028},
url = {https://doi.org/10.1016/j.ejor.2019.11.028},
researchr = {https://researchr.org/publication/Giner21},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {291},
number = {2},
pages = {497-511},
}