Principles of optimization for portfolio selection
Stoyan V. Stoyanov; Svetlozar T. Rachev; Frank J. Fabozzi
| Year of publication: |
2008
|
|---|---|
| Authors: | Stoyanov, Stoyan V. ; Račev, Svetlozar T. ; Fabozzi, Frank J. |
| Published in: |
Valuation, financial modeling, and quantitative tools. - Hoboken, NJ : Wiley, ISBN 978-0-470-07816-7. - 2008, p. 763-773
|
| 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/10003765845