Mean–variance portfolio selection with ‘at-risk’ constraints and discrete distributions
| Year of publication: |
2007
|
|---|---|
| Authors: | Alexander, Gordon J. ; Baptista, Alexandre M. ; Yan, Shu |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 31.2007, 12, p. 3761-3781
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