Shortage function and portfolio selection : on some special cases and extensions
Year of publication: |
2014
|
---|---|
Authors: | Briec, Walter ; Oms, Laurence ; Paget-Blanc, Eric |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 11.2014, 3, p. 295-302
|
Subject: | Shortage function | Efficient frontier | Shortselling | Portfolio management | Riskless asset | Portfolio-Management | Portfolio selection | Theorie | Theory |
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