For better performance : constrain portfolio weights differentially and globally
Year of publication: |
2014
|
---|---|
Authors: | Levy, Haim ; Levy, Moshe |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 12.2014, 4, p. 27-41
|
Subject: | Mean-variance analysis | portfolio optimization | portfolio constraints estimation error | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory |
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