Decentralized strategic asset allocation with global constraints
Year of publication: |
January 2018
|
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Authors: | Lee, Minho ; Kwon, Roy H. ; Lee, Chi-Guhn ; Anis, Hassan |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 19.2018, 1, p. 13-26
|
Subject: | Decentralized investment | Flexibility of investment | Total fund constraints | Robust optimization | Portfolio-Management | Portfolio selection | Theorie | Theory | Dezentralisierung | Decentralization |
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