International portfolio management with affine policies
Year of publication: |
2012
|
---|---|
Authors: | Fonseca, Raquel J. ; Rustem, Berç |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 223.2012, 1 (16.11.), p. 177-187
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
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