Decentralized strategic asset allocation with global constraints
Minho Lee, Roy H. Kwon, Chi-Guhn Lee, Hassan Anis
| Year of publication: |
January 2018
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|---|---|
| Authors: | Lee, Minho ; Kwon, Roy H. ; Lee, Chi-Guhn ; Anis, Hassan |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 19.2018, 1, p. 13-26
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| Subject: | Decentralized investment | Flexibility of investment | Total fund constraints | Robust optimization | Portfolio-Management | Portfolio selection | Dezentralisierung | Decentralization | Theorie | Theory | Investitionsentscheidung | Investment decision | Kapitalanlage | Financial investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-017-0057-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011847583