Simplified mean-variance portfolio optimisation
Claudio Fontana; Martin Schweizer
| Year of publication: |
2012
|
|---|---|
| Authors: | Fontana, Claudio ; Schweizer, Martin |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 6.2012, 2, p. 125-152
|
| Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| 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/10009580935