The benefits of differential variance-based constraints in portfolio optimization
Year of publication: |
2014
|
---|---|
Authors: | Levy, Haim ; Levy, Moshe |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 234.2014, 2, p. 372-381
|
Publisher: |
Elsevier |
Subject: | Mean–variance analysis | Portfolio optimization | Portfolio constraints | Estimation error |
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