Robust asset allocation with benchmarked objectives
Andrew E. B. Lim; J. George Shanthikumar; Thaisiri Watewai
| Year of publication: |
2011
|
|---|---|
| Authors: | Lim, Andrew E. B. ; Shanthikumar, J. George ; Thaisiri Watewai |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 21.2011, 4, p. 643-679
|
| Subject: | Portfolio-Management | Portfolio selection | Benchmarking | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009311676