Optimal portfolio selection and dynamic benchmark tracking
| Year of publication: |
2005
|
|---|---|
| Authors: | Gaivoronski, Alexei A. ; Krylov, Sergiy ; van der Wijst, Nico |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 163.2005, 1, p. 115-131
|
| Publisher: |
Elsevier |