Donuts : a picture of optimization applied to fundamental portfolios
Year of publication: |
2018
|
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Authors: | Domowitz, Ian ; Moghe, Ameya |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 44.2017, 3, p. 103-113
|
Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
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