March 06, 2012 article Portfolio Optimization Using a Block Structure for the Covariance Matrix Journal of Business Finance & Accounting DOI: 10.1111/j.1468-5957.2012.02279.x OpenAlex Authors 0 Author list not loaded yet. Cited by 1 stored of 24 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Are minimum variance portfolios in multi-factor models long in low-beta assets? 2024 Mathematics and Financial Economics article Decision Sciences Risk and Portfolio Optimization Open access 2 citations 1 result References 0