Novel approaches to portfolio construction : multiple risk models and multisolution generation
Sebastian Ceria; Francois Margot; Anthony Renshaw and Anureet Saxena
| Year of publication: |
2010
|
|---|---|
| Authors: | Ceria, Sebastián ; Margot, François ; Renshaw, Anthony ; Saxena, Anureet |
| Published in: |
Optimizing optimization : the next generation of optimization applications and theory. - Amsterdam [u.a.] : Academic, ISBN 0-12-374952-2. - 2010, p. 23-52
|
| Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003939050