The linear fractional portfolio selection problem
| Year of publication: |
1981
|
|---|---|
| Authors: | Faaland, Bruce H. ; Jacob, Nancy L. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 27.1981, 12, p. 1383-1389
|
| Subject: | Kapitalanlage Portefeuilleplanung | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
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