Robust portfolio allocation under dixcrete asset choice constraints
Nalan Gülpınar; Kabir Katata; Dessislava A. Pachamanova
Year of publication: |
2011
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Authors: | Gülpınar, Nalan ; Katata, Kabir ; Pachamanova, Dessislava A. |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 12.2011/12, 1, p. 67-83
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