Risk-Constrained Dynamic Active Portfolio Management
Year of publication: |
2000
|
---|---|
Authors: | Browne, Sid |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 46.2000, 9, p. 1188-1199
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | portfolio theory | benchmarking | active portfolio management | stochastic control |
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