Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (Q2514719): Difference between revisions
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Revision as of 23:55, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection |
scientific article |
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Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (English)
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3 February 2015
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mean-variance
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fraud detection
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optimal portfolio
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correlation constraints
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