Master funds in portfolio analysis with general deviation measures
| Year of publication: |
2006
|
|---|---|
| Authors: | Rockafellar, R. Tyrrell ; Uryasev, Stan ; Zabarankin, Michael |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 30.2006, 2, p. 743-778
|
| Publisher: |
Elsevier |