Asset allocation and portable alpha
Year of publication: |
2008
|
---|---|
Authors: | Arnott, Robert D. ; Harris, Brent R. |
Published in: |
Portable alpha theory and practice : what investors really need to know. - Hoboken, NJ : Wiley, ISBN 978-0-470-11808-5. - 2008, p. 65-94
|
Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
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