Duality for portfolio optimization with short sales
| Year of publication: |
2001
|
|---|---|
| Authors: | Wanka, Gert ; Göhler, Lars |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 53.2001, 2, p. 247-264
|