Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection
From MaRDI portal
Publication:2514719
DOI10.1016/j.ejor.2013.06.023zbMath1304.91181MaRDI QIDQ2514719
Steven Vanduffel, Carole Bernard
Publication date: 3 February 2015
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2013.06.023
91G10: Portfolio theory
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