A mean-variance portfolio selection problem subject to a benchmark constraint : an existence result
S. C. P. Yam, S. P. Yung and J. H. Zhou
| Year of publication: |
2013
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|---|---|
| Authors: | Yam, Sheung Chi Phillip ; Yung, S. P. ; Zhou, J. H. |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 4.2013, 1, p. 25-38
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Benchmarking |
| 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/10009782595