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How to keep your portfolio close in risk and diversification to a desired benchmark
Arratia, Argimiro
;
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Computational economics
64
(
2024
)
3
,
pp. 1489-1505
Persistent link: https://www.econbiz.de/10015143936
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Portfolio optimization in incomplete markets and price constraints determined by maximum entropy in the mean
Arratia, Argimiro
;
Gzyl, Henryk
- In:
Computational economics
56
(
2020
)
4
,
pp. 929-952
Persistent link: https://www.econbiz.de/10012390498
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