Duality for portfolio optimization with short sales
Gert Wanka; Lars Göhler
| Year of publication: |
2001
|
|---|---|
| Authors: | Wanka, Gert ; Göhler, Lars |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 53.2001, 2, p. 247-263
|
| Subject: | Portfolio-Management | Portfolio selection | Pareto-Optimum | Pareto efficiency | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Mathematical methods of operations research |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001628002