The impact of constraints on minimum-variance portfolios
Tzee-Man Chow, Engin Kose, and Feifei Li
| Year of publication: |
March/April 2016
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|---|---|
| Authors: | Chow, Tzee-Man ; Kose, Engin ; Li, Feifei |
| Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 72.2016, 2, p. 52-70
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| Subject: | Portfolio-Management | Portfolio selection | 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/10011688060