Optimal Multiperiod Mean-Variance Policy Under No-Shorting Constraint
Year of publication: |
2012
|
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Authors: | Cui, Xiangyu |
Other Persons: | Gao, Jianjun (contributor) ; Li, Xun (contributor) ; Li, Duan (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (29 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprĂĽngliche Fassung des Dokuments January 27, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1993087 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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