Portfolio Construction with Gaussian Mixture Returns and Exponential Utility via Convex Optimization
Year of publication: |
2022
|
---|---|
Authors: | Luxenberg, Eric ; Boyd, Stephen |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Mathematische Optimierung | Mathematical programming |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 9, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4104852 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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