Inverse portfolio optimisation under constraints
Year of publication: |
2008
|
---|---|
Authors: | Zagst, Rudi ; Pöschik, Michaela |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 9.2008/09, 3, p. 239-253
|
Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
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