Factor-risk-constrained mean — Variance portfolio selection: Formulation and global optimization solution approach
| Year of publication: |
2012
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|---|---|
| Authors: | Zhu, Shushang ; Cui, Xueting ; Sun, Xiaoling ; Li, Duan |
| Published in: |
Journal of risk. - London : Incisive Media Plc, ISSN 1465-1211, ZDB-ID 14762602. - Vol. 14.2012, 2, p. 51-51
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