60 years portfolio optimization : practical challenges and current trends
Year of publication: |
2014
|
---|---|
Authors: | Kolm, Petter N. ; Tütüncü, Reha ; Fabozzi, Frank J. |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 234.2014, 2 (1.4.), p. 356-371
|
Subject: | Black-Litterman | Estimation errors | Mean-variance optimization | Multi-period optimization | Portfolio constraints | Portfolio optimization | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Schätztheorie | Estimation theory |
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