A mean–variance portfolio selection problem subject to a benchmark constraint: An existence result
From MaRDI portal
Publication:4921214
DOI10.3233/RDA-2012-0075zbMath1263.91049MaRDI QIDQ4921214
No author found.
Publication date: 23 May 2013
Published in: Risk and Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3233/rda-2012-0075
Related Items