Portfolio optimization constrained by performance attribution
Year of publication: |
2021
|
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Authors: | Hu, Yuan ; Lindquist, W. Brent ; Račev, Svetlozar T. |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 5, Art.-No. 201, p. 1-12
|
Subject: | portfolio optimization | asset allocation | performance attribution | selection effect |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14050201 [DOI] hdl:10419/239617 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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