Dynamic portfolio selection with process control
Year of publication: |
2006
|
---|---|
Authors: | MacLean, Leonard C. ; Zhao, Yonggan ; Ziemba, William T. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 2, p. 317-339
|
Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
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