Evaluating Portfolio Policies : A Duality Approach
Year of publication: |
[2009]
|
---|---|
Authors: | Haugh, Martin Brendan |
Other Persons: | Kogan, Leonid (contributor) ; Wang, Jiang (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Duales Optimierungsproblem | Dual optimization problem |
Extent: | 1 Online-Ressource (26 p) |
---|---|
Series: | NBER Working Paper ; No. w9861 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 2003 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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