B: OPTIMAL ALLOCATION - Portfolio optimization: Volatility constraints versus shortfall constraints Bc:230
| Year of publication: |
1999
|
|---|---|
| Authors: | Kalin, Dieter ; Zagst, Rudi |
| Published in: |
Operations research, Management science : OR MS ; the international literature digest. - Davenport, Iowa : Executive Sciences Institute, ISSN 0030-3658, ZDB-ID 207381x. - Vol. 39.1999, 5, p. 511-512
|