A satisficing approach to factor portfolio construction
Joseph Simonian
| Year of publication: |
2015
|
|---|---|
| Authors: | Simonian, Joseph |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 22.2015, 1/3, p. 148-152
|
| Subject: | factor models | portfolio construction | goal programming | Portfolio-Management | Portfolio selection | Theorie | Theory | Faktorenanalyse | Factor analysis | Mathematische Optimierung | Mathematical programming |
| 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/10010482021