For better performance : constrain portfolio weights differentially and globally
Haim Levy and Moshe Levy
| Year of publication: |
2014
|
|---|---|
| Authors: | Levy, Haim ; Levy, Moshe |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 12.2014, 4, p. 27-41
|
| Subject: | Mean-variance analysis | portfolio optimization | portfolio constraints estimation error | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011634687