Dynamic mean–variance portfolio selection with borrowing constraint
| Year of publication: |
2010
|
|---|---|
| Authors: | Corominas, Albert ; Kubiak, Wieslaw ; Pastor, Rafael |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 200.2010, 1 (1.1.), p. 312-320
|