Technical Appendix : Robust Asset Allocation with Benchmarked Objectives
| Year of publication: |
2009
|
|---|---|
| Authors: | Lim, Andrew |
| Other Persons: | Shanthikumar, J. George (contributor) ; Watewai, Thaisiri (contributor) |
| Publisher: |
[2009]: [S.l.] : SSRN |
| Subject: | Portfolio-Management | Portfolio selection | Benchmarking | Theorie | Theory |
| Description of contents: |
References and equations in this note are consistent with those in the main paper
|
| Extent: | 1 Online-Ressource (4 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 11, 2009 erstellt |
| Other identifiers: | 10.2139/ssrn.1471704 [DOI] |
| Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice ; C51 - Model Construction and Estimation |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013156442