Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
| Year of publication: |
2013
|
|---|---|
| Authors: | Li, Yingjie ; Zhu, Shushang ; Li, Donghui ; Li, Duan |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 228.2013, 3 (1.8.), p. 556-570
|