Portfolio selection with active strategies : how long only constraints shape convictions
Year of publication: |
2021
|
---|---|
Authors: | Lehalle, Charles-Albert ; Simon, Guillaume |
Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 22.2021, 6, p. 443-463
|
Subject: | Portfolio construction | Equities | Long only | Constraints | Effective positions |
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