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Bounds for portfolio weights in decentralized asset allocation
Lee, Minho
;
Lee, Chi-Guhn
- In:
INFOR : information systems and operational research
54
(
2016
)
4
,
pp. 344-354
Persistent link: https://www.econbiz.de/10011627826
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Decentralized strategic asset allocation with global constraints
Lee, Minho
;
Kwon, Roy H.
;
Lee, Chi-Guhn
;
Anis, Hassan
- In:
The journal of asset management
19
(
2018
)
1
,
pp. 13-26
Persistent link: https://www.econbiz.de/10011847583
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