Do constraints improve portfolio performance?
Year of publication: |
2000
|
---|---|
Authors: | Grauer, Robert R. ; Shen, Frederick C. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 24.2000, 8, p. 1253-1274
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
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