Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Kolm, Petter N. and Westray, Nicholas, Mean-Variance Optimization for Simulation of Order Flow (May, 2022). The Journal of Portfolio Management, to Appear, 2022 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 23, 2022 erstellt Volltext nicht verfügbar |
Classification: | C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013406041