Portfolio selection with conservative short-selling
Year of publication: |
August 2016
|
---|---|
Authors: | Kim, Jang Ho ; Kim, Woo Chang ; Fabozzi, Frank J. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 18.2016, p. 363-369
|
Subject: | Mean-variance portfolio selection | No short-selling constraint | Conservative short positions | Theorie | Theory | Portfolio-Management | Portfolio selection | Leerverkauf | Short selling |
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