Studies on a general stock-bond integrated portfolio optimization model
| Year of publication: |
2007
|
|---|---|
| Authors: | Kato, Koji ; Konno, Hiroshi |
| Published in: |
Computational Management Science. - Springer. - Vol. 4.2007, 1, p. 41-57
|
| Publisher: |
Springer |
| Subject: | Integrated portfolio optimization | Risky bonds | Mean-absolute deviation model | Asset allocation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005370532