Mean-variannce optimal portfolios in the presence of a benchmark with applications to fraud detection
C. Bernard; S. Vanduffel
| Year of publication: |
2014
|
|---|---|
| Authors: | Bernard, C. ; Vanduffel, Steven |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 234.2014, 2 (1.4.), p. 469-480
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| Subject: | Mean-variance | Fraud detection | Optimal portfolio | Correlation constraints | Portfolio-Management | Portfolio selection | Betrug | Fraud | Theorie | Theory | Korrelation | Correlation | Benchmarking | Bilanzdelikt | Accounting fraud | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010356721