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Optimizing optimization : the next generation of optimization applications and theory
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The Windham portfolio advisor
Kritzman, Mark
- In:
Optimizing optimization : the next generation of …
,
(pp. 93-113)
.
2010
Persistent link: https://www.econbiz.de/10003939063
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2
Adding the Time Dimension: Optimal Rebalancing
Kritzman, Mark
;
Myrgren, Simon
;
Page, Sebastien
- In:
The Oxford handbook of quantitative asset management
.
2012
Persistent link: https://www.econbiz.de/10012882299
Saved in:
3
The fallacy of Portable Alpha
Kritzman, Mark P.
;
Samuelson, Paul Anthony
-
2008
Persistent link: https://www.econbiz.de/10003764457
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