Single-period Markowitz portfolio selection, performance gauging, and duality: a variation on the Luenberger shortage function
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Publication:1431697
DOI10.1023/B:JOTA.0000012730.36740.bbzbMath1064.91042MaRDI QIDQ1431697
Walter Briec, Jean-Baptiste Lesourd, Kristiaan Kerstens
Publication date: 11 June 2004
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
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