Legal restrictions on portfolio holdings: Some empirical results
Year of publication: |
2001
|
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Authors: | Hlouskova, Jaroslava ; Lee, Gabriel S. |
Publisher: |
Vienna : Institute for Advanced Studies (IHS) |
Subject: | Portfolio-Management | Capital Asset Pricing Model | Wertpapieranalyse | Österreich | upper bound constraint | portfolio holdings | parametric quadratic programming |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 740118722 [GVK] hdl:10419/71204 [Handle] RePEc:ihs:ihsesp:93 [RePEc] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice |
Source: |
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Legal Restrictions on Portfolio Holdings: Some Empirical Results
Hlouskova, Jaroslava, (2001)
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Legal restrictions on portfolio holdings : some empirical results
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Legal restrictions on portfolio holdings : some empirical results
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