Mean-ETL portfolio selection under maximum weigth and turnover constraints based on fundamental security factors
Year of publication: |
2012
|
---|---|
Authors: | Tsuchida, Naoshi ; Zhou, Xiaoping ; Račev, Svetlozar T. |
Published in: |
The journal of investing. - New York, NY : Pageant Media, ISSN 1068-0896, ZDB-ID 1359366-3. - Vol. 21.2012, 1, p. 14-24
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
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