Parametric portfolio selection : evaluating and comparing to Markowitz portfolios
Marcelo C. Medeiros, Artur M. Passos, Gabriel F.R. Vasconcelos
| Alternative title: | Seleção paramétrica de portfólios |
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| Year of publication: |
June 2014
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| Authors: | Medeiros, Marcelo C. ; Passos, Artur M. ; Vasconcelos, Gabriel F. R. |
| Subject: | parametric portfolio | portfolio optimization | portfolio policies | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in portugiesischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011585180