Revisions of modern portfolio theory optimization model
Year of publication: |
2012
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Authors: | Vaclavik, MIlan ; Jablonsky, Josef |
Published in: |
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies. - Berlin : Springer, ISSN 1435-246X, ZDB-ID 1178875-6. - Vol. 20.2012, 3, p. 473-483
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Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
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