Capital growth with security
Year of publication: |
2004
|
---|---|
Authors: | MacLean, Leonard C. ; Sanegre, Rafael ; Zhao, Yonggan ; Ziemba, William T. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 28.2004, 5, p. 937-954
|
Subject: | Kapitalanlage | Financial investment | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
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