Linear models for portfolio selection and their application to the Milano stock market
Year of publication: |
1994
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Authors: | Speranza, Maria Grazia |
Published in: |
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]. - Heidelberg [u.a.] : Physica-Verl, ISBN 0-387-91487-0. - 1994, p. 320-333
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Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Börsenkurs | Share price | Theorie | Theory | Italien | Italy |
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