Mean-ETL portfolio selection under maximum weigth and turnover constraints based on fundamental security factors

Naoshi Tsuchida, Xiaoping Zhou, and Svetlozar Rachev

Year of publication:	2012
Authors:	Tsuchida, Naoshi ; Zhou, Xiaoping ; Račev, Svetlozar T.
Published in:	The journal of investing. - New York, NY : Pageant Media, ISSN 1068-0896, ZDB-ID 1359366-3. - Vol. 21.2012, 1, p. 14-24
Subject:	Portfolio-Management \| Portfolio selection \| Theorie \| Theory

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10009671684

A service of the