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  • Search: subject:"Parametrische Optimierung"
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Year of publication
Subject
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1995-1997 1 Austria 1 CAPM 1 Financial analysis 1 Finanzanalyse 1 Parametrische Optimierung 1 Portfolio selection 1 Portfolio-Investition 1 Portfolio-Management 1 mean variance approach 1 Österreich 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Hlouskova, Jaroslava 1 Lee, Gabriel S. 1
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IHS economics series : working paper 1
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ECONIS (ZBW) 1
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Legal restrictions on portfolio holdings : some empirical results
Hlouskova, Jaroslava; Lee, Gabriel S. - 2001
This article investigates the sensitivity analysis of mean-variance portfolio holdings to changes in the upper bounds. The optimization problem studied in this paper is, thus, constrained by a restriction that no more than certain portion of wealth can be invested in any one security. Our...
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