Risk-reward ratio optimisation (revisited)
Year of publication: |
2021
|
---|---|
Authors: | Gilli, Manfred ; Schumann, Enrico |
Published in: |
Dynamic analysis in complex economic environments : essays in honor of Christophe Deissenberg. - Cham, Switzerland : Springer, ISBN 978-3-030-52969-7. - 2021, p. 29-57
|
Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
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