Optimal portfolios from ordering information
Year of publication: |
2007
|
---|---|
Authors: | Almgren, Robert ; Chriss, Neil |
Published in: |
Forecasting expected returns in the financial markets. - Amsterdam [u.a.] : Elsevier/AP, ISBN 0-7506-8321-X. - 2007, p. 55-100
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
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