A note on the sensitivity of the strategic asset allocation problem
Year of publication: |
2015
|
---|---|
Authors: | Hurley, William J. ; Brimberg, Jack |
Published in: |
Operations Research Perspectives. - Amsterdam : Elsevier, ISSN 2214-7160. - Vol. 2.2015, p. 133-136
|
Publisher: |
Amsterdam : Elsevier |
Subject: | Portfolio optimization | Sensitivity | Matrix condition |
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