60 years portfolio optimization : practical challenges and current trends
Petter N. Kolm; Reha Tütüncü; Frank J. Fabozzi
| Year of publication: |
2014
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|---|---|
| Authors: | Kolm, Petter N. ; Tütüncü, Reha ; Fabozzi, Frank J. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 234.2014, 2 (1.4.), p. 356-371
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| Subject: | Black-Litterman | Estimation errors | Mean-variance optimization | Multi-period optimization | Portfolio constraints | Portfolio optimization | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Risikomaß | Risk measure | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010356756