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Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach
Zhu, Shushang; Cui, Xueting; Sun, Xiaoling; Li, Duan - In: Journal of risk 14 (2011/12) 2, pp. 51-89
Persistent link: https://www.econbiz.de/10009422361
Cover Image
Factor-risk-constrained mean — Variance portfolio selection: Formulation and global optimization solution approach
Zhu, Shushang; Cui, Xueting; Sun, Xiaoling; Li, Duan - In: Journal of risk 14 (2012) 2, pp. 51-51
Persistent link: https://www.econbiz.de/10009816302