A dynamic programming approach to constrained portfolios
| Year of publication: |
2013
|
|---|---|
| Authors: | Kraft, Holger ; Steffensen, Mogens |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 229.2013, 2 (1.9.), p. 453-461
|