Optimal portfolio selection with upper bounds for individual securities
Year of publication: |
1987
|
---|---|
Authors: | Kwan, Clarence C. Y. |
Other Persons: | Yip, Patrick C. (contributor) |
Published in: |
Decision sciences : DS. - Atlanta, Ga. : Wiley, ISSN 0011-7315, ZDB-ID 412837-0. - Vol. 18.1987, 4, p. 505-523
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
-
Branchenorientierte Steuerung eines Kreditportfolios
Frank, Martin, (1999)
-
Rebels, conformists, contrarians and momentum traders
Gatev, Evan G., (2000)
-
Bröker, Frank, (2000)
- More ...
-
The hedging effectiveness of options and futures : a mean-Gini approach
Cheung, C. Sherman, (1990)
-
An Introduction to Shrinkage Estimation of the Covariance Matrix: A Pedagogic Illustration
Kwan, Clarence C. Y., (2011)
-
Neural network forecasting of quarterly accounting earnings
Callen, Jeffrey L., (1996)
- More ...