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 : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 163.2005, 1, p. 115-131
|