Portfolio optimization
Aytac Ilhan; Mattias Jonsson; Ronnie Sircar
| Year of publication: |
2009
|
|---|---|
| Authors: | Ilhan, Aytac ; Jonsson, Mattias ; Sircar, Kaushik Ronnie |
| Published in: |
Indifference pricing : theory and applications. - Princeton, N.J. : Princeton Univ. Press, ISBN 978-0-691-13883-1. - 2009, p. 183-210
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003807585