Optimal portfolio choice with benchmarks
Carole Bernard, Rob H. De Staelen & Steven Vanduffel
| Year of publication: |
2019
|
|---|---|
| Authors: | Bernard, Carole ; De Staelen, Rob H. ; Vanduffel, Steven |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 70.2019, 10, p. 1600-1621
|
| Subject: | Optimal portfolio | algorithm | law-invariant | GOP | cost-efficiency | state-dependent preferences | Portfolio-Management | Portfolio selection | Theorie | Theory | Benchmarking | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2018.1470066 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012214351