Portfolio constraints : an empirical analysis
Year of publication: |
2022
|
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Authors: | Abate, Guido ; Bonafini, Tommaso ; Ferrari, Pierpaolo |
Subject: | beta constraint | mean variance optimization | portfolio constraints | tracking error constraint | volatility constraints | weight constraints | Portfolio-Management | Portfolio selection | Theorie | Theory | Volatilität | Volatility | CAPM | Liquiditätsbeschränkung | Liquidity constraint |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs10010009 [DOI] hdl:10419/257828 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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