PORTFOLIO CONSTRUCTION - USING BINARY VARIABLES TO OBTAIN SMALL OPTIMAL PORTFOLIOS
| Year of publication: |
2007
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|---|---|
| Authors: | Charpin, Françoise ; Lacaze, Dominique |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 34.2007, 1, p. 68-72
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