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. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 30.2006, 2, p. 743-778
|