Long-Short Portfolio Optimisation in the Presence of Discrete Asset Choice Constraints and Two Risk Measures
Year of publication: |
[2008]
|
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Authors: | Kumar, Ritesh |
Other Persons: | Mitra, Gautam (contributor) ; Roman, Diana (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Other identifiers: | 10.2139/ssrn.1099926 [DOI] |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice ; C60 - Mathematical Methods and Programming. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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