Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions (Q5322121)
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scientific article; zbMATH DE number 5580427
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
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18 July 2009
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0.8329839706420898
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0.8174636960029602
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0.81404709815979
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0.8005592226982117
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