Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions (Q5322121)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions |
scientific article; zbMATH DE number 5580427
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions |
scientific article; zbMATH DE number 5580427 |
Statements
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions (English)
0 references
18 July 2009
0 references
