Exact properties of measures of optimal investment for benchmarked portfolios (Q3568907)
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scientific article; zbMATH DE number 5721649
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| English | Exact properties of measures of optimal investment for benchmarked portfolios |
scientific article; zbMATH DE number 5721649 |
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Exact properties of measures of optimal investment for benchmarked portfolios (English)
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16 June 2010
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portfolio analysis
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portfolio theory
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optimization
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advanced econometrics
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