Evaluating Portfolio Policies: A Duality Approach
| Year of publication: |
2006
|
|---|---|
| Authors: | Haugh, Martin B. ; Kogan, Leonid ; Wang, Jiang |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 54.2006, 3, p. 405-418
|