Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions
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Publication:5322121
DOI10.1287/OPRE.1050.0212zbMATH Open1165.91404OpenAlexW1980989683MaRDI QIDQ5322121FDOQ5322121
Authors: Bruce I. Jacobs, Kenneth N. Levy, Harry M. Markowitz 
Publication date: 18 July 2009
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/1100982151263d172609dc74dd5983780a3ae168
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